ROSCOE, N.Y. — Sitting on a red velvet couch in her living room, Zelda Adams, 17, opened her mouth to describe the plot of her family’s next movie. Before she could begin, a bloody, chewed-to-the-gristle, severed arm emerged menacingly from behind a wall and then waved cheerily at her.

“It’s a period piece,” she said without missing a beat. “Set during the Great Depression.”

Her father, John Adams, 55, bounded in and deposited the limb, along with a gnarly chopped-off hand, next to a plate of homemade chocolate-chip cookies. The appendages appeared ready to duke it out for treats, but aside from the gory props, the family’s rustic hillside house, packed with colorful landscape paintings and portraits, felt downright cozy.

The family of four — Zelda’s sister, Lulu, 23, and their mother, Toby Poser, 52, are the other members — is Wonder Wheel Productions, a production company based out of their home in the western Catskills town of Roscoe, N.Y.

They write, produce, shoot, edit, costume design and act in all their films, rotating from behind the camera to the front. They’ve made six small independent movies, and their last two, “The Deeper You Dig” and “Hellbender,” took a sharp turn into horror. Creatively and professionally, they seem to have found their niche.

“Their films are grungy and enthralling explorations of family and fear,” IGN, the entertainment news site, said in a recent review of “Hellbender,” which is touring the indie festival circuit. Zelda’s performance earned her a best actress award at the Fantasia International Film Festival, and the movie got picked up by AMC’s horror streaming service, with a release planned for early 2022.

The Adams family even have an admirer in Freddy Krueger himself, the actor Robert Englund, who tweeted last year : “​​Fans craving a summer horror thriller should check out the fresh take on a ghost story, ‘The Deeper You Dig.” It delivers the goods!”

A Real-life Adams Family?

Mr. Adams and Ms. Poser both found success in New York in the 1990s. Mr. Adams worked as a model in ad campaigns for Gucci, Giorgio Armani and Calvin Klein. Ms. Poser, an actress, appeared in Off Broadway plays, and had parts in “Sex and the City” and “Law and Order,” and a recurring role on “Guiding Light.”

Mr. Adams’s modeling career ended after a Hodgkin’s lymphoma diagnosis in 1994 and he spent 10 months undergoing chemotherapy. Once he recovered, he switched to a music career, performing in bars with his rock band Banana Fish Zero, often in his underwear.

The couple met at a Bogmen concert at Irving Plaza in 1996 and shared a first kiss on their third date, at Coney Island. Two years later, Mr. Adams proposed under the Wonder Wheel, when Ms. Poser was pregnant with Lulu. “I wore red,” Ms. Poser said of her wedding dress. “I figured the cat was out of the bag.”

Mr. Adams’s parents owned land in Roscoe and offered some acreage to the couple if they could build on it. “They’d been told it was undevelopable,” Ms. Poser said.

Mr. Adams had learned carpentry at a young age and erected a simple shack on a steep slope. To pay for the house, Ms. Poser relied on commercial voice-over work for big brands like Clairol and Tide. “Whenever I got a big check, we’d build the foundation or add windows,” she said.

Zelda came along in 2003 and the family headed to Los Angeles in 2008, where Ms. Poser thought there’d be more work for her, but it didn’t pan out.

“I was about to hit 40, and my acting career just waned,” she said. “John kept saying, ‘Why don’t you write your own screenplay?’ The kids were interested in acting, so we got an old R.V. and took off and shot our first family film, ‘Rumblestrips.’”

The movie, in which a mother takes her daughters on a road trip before reporting to prison for growing marijuana, got picked up by several small film festivals and won a few awards, including the best no-budget feature at the 2013 Berlin Independent Film Festival. The family self-distributed it on Amazon Prime Video Direct.

Over the next several years they bounced between New York and Topanga Canyon, filming more no-budget dramas as a family. They shot on Canon EOS Mark cameras, using only natural light, and editing as they went. Even when the girls were little, everyone had a voice in the process and, as Ms. Poser put it, they evolved together as filmmakers.

“They all have equal say on every shot, every take,” said Trey Lindsay, a special effects designer who assisted the family on their horror films. “They share directing duties in terms of suggesting different needs on lines or alternate takes. And since they’re also the lead performers, they cycle through and take turns depending on who’s on camera.”

A Haunting House

Lulu left for Lewis & Clark College in 2016, and the rest of the family returned to Roscoe. Mr. Adams’s family owned an 1890s farmhouse nearby that squatters had wrecked. During a solitary, cold-weather restoration, Mr. Adams grew mesmerized by the dust swirling in the light as he gutted the place to its bones. “I came home and was like, ‘You guys, you can just set a camera up and you’ve got a great horror movie,” he said.

Horror had been a long time coming for the Adams family. “‘Rumblestrips’ was going to be kind of a ghost story,” Ms. Poser said. “And John had to kill the kids. We were having so much fun on our trip and one day we’re driving and he’s like, ‘I just don’t want to kill the kids.’”

That storytelling malleability became a template for their guerrilla filmmaking style. “Often when we start shooting, we don’t know where the film’s going to go,” Ms. Poser said.

The family began work on what became “The Deeper You Dig,” about a mother searching for her missing daughter with the help of terrifying psychic visions. The stark beauty of the family’s wooded property, with trees stripped skeletal and blankets of white snow — all the better for a certain red contrast — adds much to the film, and there’s a melancholia throughout that came from a real place.

“When we first started shooting, I found out I had endometrial cancer and had to have a hysterectomy,” Ms. Poser said. “As I was losing my reproductive prowess, my daughter in the film is disappearing. It became very personal from a writing angle.”

“A lot of what we do is reflective of our fears as parents,” she added. “There’s something to be said about giving a nightmare breath in horror, because a nightmare is just a practice ground.”

The film, now streaming on Shudder, Prime Video, Apple TV+ and other platforms, has been praised. Variety cited its “offbeat atmosphere and integrity all its own — something that can’t be said for the vast majority of horror movies with plenty of rote jump scares but scant individual personality.”

Filming Through the Pandemic

The family’s latest film, “Hellbender,” also grew from parental anxieties. In 2019, Ms. Poser’s mother made a deathbed confession: Ms. Poser had been donor conceived, and her biological father’s identity was unknown.

Her imagination ran wild. “Dad could be anyone,” Ms. Poser said. “Like a serial killer, an ax murderer! It sparked this idea of ‘What if Zelda’s father was the devil?’ And we were going to make a movie called ‘The Devil’s Daughter.’”

Lulu returned to help, but by then the pandemic was in full force. She wasn’t part of their pod, so all scenes shot with her were socially distanced, which worked for the eventual plot they landed on: about a young woman with latent supernatural powers who’s isolated in the woods by her mother.

“Nature is such a big influence on that film,” Ms. Poser said. “Living where we live and seeing each season devour the last so wholly. Roadkill and the rivers gnawing out the roads, all the dead animals and hearing them die at night.”

The family’s unusual arrangement has made them stronger. “It’s so cheesy to say, but I really do consider us as friends — like equals,” Zelda said, referring to her parents. (Both Lulu and Zelda have called their parents by their first names since they learned to talk.)

The family’s third horror film, the one set during the Depression, will likely be the last cinematic outing for the family before Zelda heads to college, probably in New York City.

Following in her father’s footsteps, she was recently signed by Elite Model Management, after a scout discovered her TikTok account, @grilledjesus.

Asked what she thinks the family’s future holds, Zelda said, “I want to study film and keep making them. It would be a dream come true for someone big, like Netflix, to say, ‘Hey, we want your family to make a movie in your style.’ And that would be what we do. Just making movies together.”