Lots of good suggestions in these comments so I’ll throw a couple oddball suggestions out just for fun. Dredge isn’t exactly a full-on horror game, but has some Lovecraftian horror elements, but I really enjoyed it. Not sure that kind of horror really fits the holiday though, so I’ll also suggest Pumpkin Jack, which is even less of a horror game, but is a pretty enjoyable 3D platformer with a lot of inspiration from the season and holiday.