I could populate a huge list I'm sure, but I've pared it down a bit to some of the better titles.

• Another - It's a pretty bloody murder mystery type situation. A kid transfers to a new school and notices that everyone treats a girl like she doesn't exist. He befriends her despite this and then the death begins.
• Ghost Hunt - A supernatural mystery show with a side of romance, that never quite pays off, but it's still pretty good.
• Gugure! Kokkuri-san - Something funny. It's about a girl who looks like a doll and the various spirits that adopt or otherwise attach themselves to her.
• Kagewani - A CG monster anime. The eps are short, so it's easy to breeze through.
• Kuroshitsuji - With its gothic stylings and demon butler, this is a nice one for Halloween.
• Mononoke - It's about a Medicine Seller who deals with evil spirits. It's a bit odd. It's a spin off of Ayakashi: Japanese Classic Horror, another spooky offering.
• Natsume Yuujinchou - Natsume is such a lovely show about a boy who can see spirits, learning how to deal with both spirits and real people, making friends and basically coming into his own. We're on the fifth season now!
• Noblesse: Awakening - Based on a Korean Manwha, it's about Korean vampire nobility and the new world he awakes to after a very long nap....That's probably a terrible description, but it's really great and I highly recommend the manwha, which you can read for free on Webtoon.
• Nurarihyon no Mago - A boy that wants nothing to do with youkai, is the next in line to take over a famous demon clan. Lots of youkai in here.
• Overlord - A guy falls asleep playing his mmo and wakes up as his skeletal character, leader of a ruthless dark guild.
• Petshop of Horrors - Oh, this is a classic. A petshop in Chinatown will sell you the most fantastic of exotic pets, but renege on your contract and awful things will happen.
• School-Live! - Seems like a cutesy little slice of life anime about school girls, but it's about the zombie apocalypse and it will gut you.
• Tokyo Ghoul - Ghouls survive off human flesh and Kaneki finds himself plunged into this devlish world.
• Vampire Hunter D (both films) - A story about a vampire hunter, who is also half vampire. The first film is pretty dated, but still good. The second film is gorgeous as it leans more on the original illustrations. There are also multiple novels if you fall in love with it.