Humble Bundle Hodai! *
There is a GURPS Halloween-based Bundle:
I highly recommend GURPS Zombies. I'm biased because Sean Punch is my friend and not-infrequent co-author. But he's both because we think alike. The "horde" rules alone makes Zombies worth it - even if you hate horror and despise zombies!
I don't really like horror as a genre. But seriously, Ken Hite hasn't written a wasted word in a gaming book ever. GURPS Horror is a delight to read even if you don't normally like horror.
Madness Dossier is a very cool setting if you want reality-isn't-as-we-see-it as a setting and the supernatural mixed with firearms. It has the usual Hitean mix of plausible divergences from reality and the benefit of GURPS being grounded in verisimilitude.
And you can get monster books that Matt Riggsby helped write. He's very inspired and inspirational when he writes.
I can't recommend this stuff highly enough and I pretty much dislike horror as an RPG genre. They make it sooooooo tempting to play.
* Sorry, Japanese reference. 放題 - Hodai - means "to your heart's content" or "all you can . . . " in Japanese. It's stupid and inaccurate alliteration.