Back in my High School and College days, I made a point of running a proper (more or less) horror session for my players on the weekend closest to Halloween.
Call of Cthulhu, Chill (old Pacesetter boxed set) and even a Ravenloft setting one-shot where the PCs get dragged temporarily into the mists of Ravenloft - the one that was a Pinocchio rip was probably the most disturbing for my players.
I don't do it these days, though I should. Good, or bad horror roleplaying is just perfect for the Halloween season.
So, do you run horror for the Horror-days? What's your go to system, setting, adventure?