Sure. 'The Terror' by Dan Simmons is a great one. It combines historical facts about the Franklin Expedition with horror elements like a mysterious and menacing creature stalking the ill - fated crew in the Arctic. Another is 'Carmilla' which is set in a historical context and has a horror - filled vampire story.
Well, 'The Historian' by Elizabeth Kostova is an excellent horror historical fiction. It delves into the legend of Dracula and weaves it through different historical periods. It's filled with mystery, suspense and a sense of dread as the characters explore the dark secrets related to the vampire. Also, 'Mexican Gothic' by Silvia Moreno - Garcia is set in a historical Mexican backdrop and has elements of horror and the supernatural.
One of the notable horror historical fictions is 'The Haunting of Hill House' by Shirley Jackson. Although it's more of a psychological horror, it has a historical feel. It's set in a large, old - fashioned house with a dark past. The story builds on the characters' experiences and the strange happenings in the house, creating an atmosphere of horror that is both psychological and somewhat historical in nature.