Dementor Scene 101:
[video=youtube;NcLAjLePYfI]http://www.youtube.com/watch?v=NcLAjLePYfI[/video]
In the third installment, the story opens (more or less) with news of the Alcatraz-ish wizard prison, Azkaban (off in the sea, scary as all hell) experiencing its first breakout. Everyone regards this dude, Sirius Black, as one of the most dangerous wizards of their time because he'd been rumored to have murdered thirteen (I might be remembering this a bit incorrectly, I'm running on two minutes of sleep) people.
Prior to his breakout, he'd been saying things like "he's at Hogwarts," in his sleep, leading everybody informed to believe he meant Harry. As such, Hogwarts is placed under strict and terrifying safety measures, including guard courtesy of the Dementors-- you know them from FJ, but at this point in the series they're mostly known for guarding the wizard prison and stealing souls and stuff.
Part of that involves a surprise Dementor inspection on the train ride to Hogwarts. You have to understand that there is a very elaborately-described physical effect when these creatures are anywhere near you, which can range from a feeling of cold, sorrow, and loss of all hope to, if you happen to be the Boy Who Lived, a fainting spell complete with graphic memories of your parents' death. It's just very, very terrifying and, if the visuals in the movie are anything to go by, it'd be a very psychologically frightening ordeal in the Hogwarts Express, especially for the Potter fans who are privy to the creatures' notoriety in the series.
Yeah, I know, brevity is not my strong suit. Oops.