I'm talking about moments when you watch a film and you bristle, or when you listen to music, etc.
What kind of neurotransmitter flow changes?
One thing is that we can't control the Goosebumps. It is an involuntary function caused by the Sympathetic Nervous System which is the major part of the Automatic Nervous System. The major function of the SNS is fight to flight response along with maintaining homeostasis in which case it internally will be alert maintaining body status from the background.
Before sending any response to target tissue when there is input to SNS it has to secrete neurotransmitters but before this to the sympatho-adrenal response of the body, as the preganglionic sympathetic fibers that end in the adrenal medulla (but also all other sympathetic fibers) secrete acetylcholine, which activates the great secretion of adrenaline (epinephrine) and to a lesser extent noradrenaline (norepinephrine) from it.
So whenever SNS senses (message flow is bidirectional) any stress it responds it in following action mentioned:
At the synapses within the ganglia, preganglionic neurons release acetylcholine, a neurotransmitter that activates nicotinic acetylcholine receptors on postganglionic neurons. In response to this stimulus postganglionic neurons - with two important exceptions - release norepinephrine, which activates adrenergic receptors on the peripheral target tissues. The activation of target tissue receptors causes the effects associated with the sympathetic system.
Once the receptors receive the information then the response flows to the target tissue via neurons with the help of the neurotransmitters. To explain goosebumps technically:
Properly known as piloerection, horripliation or pilomotor reflex, the bumps we get are stimulated by fear and cold and they are essentially just a temporary change in the skin. These stimulants cause a nerve discharge from the sympathetic nervous system (which is an involuntary portion of nerves we have) and the nerve discharges create muscle contractions called arrrectores pilorum that raise the hair follicles in our skin. It is the elevation of the hair that causes the Goosebumps. The name Goosebumps actually comes from the fact that plucked goose feathers resemble the human hair follicles.
Goosebumps also occur when we listen to surprise songs, sad songs or some other kind of thrilling music. Researchers have tried to explain it and they call it "Frisson". Check out this small video which talks about it. It is nice:
Also refer to this website: Goosebumps