1. Personal Jesus by Depeche Mode
When I was growing up, I thought this song sounded scary and with the thudding bass line and David Gahan's dour vocals, it kind of does. (It's not really scary though, unless you think about the deeper implications of the co-dependent type of relationships that the song addresses.) Another song to rock out to while it creeps you out.
2. Jack the Ripper by The Horrors
Here we have another song about a human monster that stalks you through the streets at night, brandishing a sharp knife that carries your death on it's blade. Party like it's Whitechapel, London 1899.
3. The Long Black Veil by Johnny Cash
Johnny Cash wrote some of the most depressing and blackly humorous music you will find. His stage persona of The Man In Black personifies The Smith's lyric "I wear black on the outside, 'Cause black is how I feel on the inside," even though that song was written long after Mr. Cash entered the music scene. This song is told from the point of view of a man who has been executed after being wrongly accused of murder. It ain't Halloween without a story in song told by a dead man.
4. Head Like a Hole by Nine Inch Nails
Another loud industrial song that's not actually scary, but sure sounds like it.
5. Rocky Horror Picture Show soundtrack
A Halloween movie classic and therefore a Halloween music classic. If you don't know what I'm talking about, take the remedial course Awesome Cult Classics 101 by watching The Rocky Horror Picture Show and following up with some online reading.
6. Halloween by Siouxsie and the Banshees
A song actually named Halloween with the lyrics "Trick or Treat" sung by a band whose frontwoman performed in full-face stylized makeup. Perfect for the holiday.
7. Dominion by Sisters of Mercy
As with the loud, scary sounding industrial songs I've listed, no Halloween party or trick-or-treat soundtrack is complete without music that just sounds scary and bad. Dominion is another one of these songs - scary-sounding and by a goth band, to boot.
8. A Little Priest from the Sweeney Todd: The Demon Barber of Fleet Street soundtrack
And, finally, a good old-fashioned show tune about cannibalism. Play it as you're setting out Halloween treats for your guests.