Anything by Gnome.

I don’t care if Gnome isn’t “Halloween themed,” I’m still gonna recommend them to anyone I can. They have badass guitar riffs and choruses, and they always wear their pointy hats.

Depending what you look for.

For horror role-playing, I sometimes put various dark ambient playlists from youtube/spotify with artists like Atrium Carceri or Cryo chamber not sure whether they really have an audience out of the rpg community

Doom metal, may also be a good choice Blood Ceremony has some pretty dark tones (even though their latest Album is more modern blues than doom metal) or Uncle acid. Iff you’re into the slow music you can go for band like Monarch!

Thriller of course.

Danse Macabre, classical music.

Coven - Satanic Mass (not “music”)

Bach - Toccata And Fugue In D Minor

Victoir Peraino’s Kingdom Come - I Put a Spell on You