1.) Another

An absolutely beautiful anime, the art style is gorgeous and if you’re a fan of final destination it could be a great fit for you to watch! Lots of horror references and a very endearing main character. In the OVA she even wears lolita fashion.
2.) Vampire Knight

One of the very first anime I fell in love with an my personal introduction to shoujo anime! It has beautiful European aesthetics and is full of melodrama. It may be a bit much for some but it has a very special place in my heart. I do recommend checking out doesthedogdie for trigger warnings before this one. It’s not very graphic but due to the vampirism has some questionable family dynamics.
3.) Shiki

This anime has the honor of being the first time that vampires actually scared me! It is an amazing blend of both japanese and european folklore around vampires and it’s a very enjoyable watch.
4.) Elfen Lied

One of the first horror anime I watched, I really enjoyed it and I watched it with my mom in high school. It even had the honor of being the cover of my sketchbook for an art class in high school as well. It does contain lots of blood and nudity.
5.) Serial Experiments Lain

This one is much more existential than the previous ones but I think it fits a melancholic gothic tone well. If you feel like having beautiful horror to see this spooky season anything on this list could potentially be a hit.