There are a few classical tracks I think are "must-haves" for Halloween.
Bach - "Toccata and Fugue in d minor, BWV 565"
Camille Saint-Saëns - "Dance Macabre". It suggests skeletons walking around very well.
Charles-Marie Widor - "Symphonie Gothique".
Something a little more recent:
"Time Warp" from The Rocky Horror Picture Show.

"Castle Walls" by Styx.