You can try looking in your local library. They usually have a section dedicated to horror literature, and the librarian might be able to guide you to some anthologies or collections that could serve as an index of sorts. Another option is to search online on websites like Goodreads. It has a vast collection of horror books listed, and you can browse through different genres and sub - genres within horror to get an idea of the variety of horror stories available.
Well, some horror fan communities also create their own indexes. For example, on Reddit, there are horror - themed subreddits where enthusiasts discuss and share information about different horror stories. You could find posts or even pinned resources that act as an index. Also, horror magazines sometimes feature reviews and overviews of a wide range of horror stories, which can be a great starting point for building your own index in your mind of what's out there.