I'll admit that I don't know much of anything about the horror, mystery, thriller, or suspense genres. Despite how much I read, it's a blind spot in my book knowledge. However, I've read some absolutely terrifying books in my life that would be great for Halloween, or anytime you're in the mood for something chilling.
Voices From Chernobyl by Svetlana Alexievich
Between the descriptions of people's skin melting off and the sicknesses as a result of radiation poisoning, you'd think you were reading about the apocalypse. And for Chernobyl victims, it was the apocalypse. This book would fill you with terror if it were fiction, but it's even scarier knowing it actually happened.
The Great Influenza by John M. Barry and Station Eleven by Emily St. John Mandel
These books are frightening for the same reason: both are about the devastation of a pandemic flu. The only difference is The Great Influenza is the true story of the 1918 flu, which killed "as many as 100 million people worldwide... more people in twenty-four months than AIDS killed in twenty-four years, more in a year than the Black Death killed in a century," according to the book jacket, and Station Eleven is a fictionalized account of what life might be like if a similar flu struck in present day. Whether you opt for fiction or nonfiction, you'll be running to get a flu shot either way.
Geek Love by Katherine Dunn
I don't think my skin has ever crawled so much when reading a book. Freak show owning parents decide to get out of paying their freaks by intentionally creating deformed children to be in their shows. Geek Love explores the most disgusting aspects of human nature---the way the public treats the children in the freak show, how cruel the children can be to one another, the way power corrupts even the most well-intentioned people, the way desire can lead to unthinkable violence, the way subverting a person for years will eventually backfire... Geek Love is discomforting at best and horrifying at worst and an all around unique and unforgettable reading experience.
The New Jim Crow: Mass Incarceration in the Age of Colorblindness by Michelle Alexander
You know what's scary? Black men being systemically locked in human cages under the guise of a drug war, which is just an excuse to legally strip them of their constitutional rights. The New Jim Crow explores how the rights taken away from people upon being put in prison are the same rights black people didn't have pre-Civil Rights Movement; how the "drug war" fueled the militarization of police; how police departments actually make money the more people they lock up for violent and nonviolent drug crimes; and how drug use and selling is equal among black people and white people, yet it's black people who are systemically targeted and disenfranchised. By the end of the book you'll be referring to the US's justice system as the injustice system. And if you're reading this description and feeling resistant, Alexander backs up every claim with well-documented facts.
Missoula by Jon Krakauer and Deliverance by James Dickey
You know what else makes my blood run cold? Rape. But before you dismiss these books as something you're not interested in, remember that 1 in 6 women have been the victims of attempted or completed rape and 1 in 33 men have been victims of attempted or completed rape (stats from RAINN.org). As chilling as these stats are, how widespread rape is makes it our job to be aware. Missoula is a journalistic account of a series of rapes at the University of Montana in Missoula, Montana, one of several instances that put campus rape into the national spotlight. Deliverance is a fictionalized account but, to me, is important too because there are so many rape survivors who have been silenced or stigmatized to the point that they're afraid to tell their stories (men and women alike), so true accounts can be difficult to come by. For that reason, I think fictionalized accounts are just as important because they're someone's truth---we just don't know who.
The Association of Small Bombs by Karan Mahajan
This novel is terrifying because it forces the reader to recognize the humanity of even the most deplorable people. The Association of Small Bombs follows a "small bomb" in India, one which killed 13 people, and how a survivor of the bomb went from preaching nonviolence to embracing terrorism. While you disagree wholeheartedly with the terrorist on a deep fundamental level you get an empathic behind the scenes look at what led to his radicalization. It's an uncomfortable thing to consider, so much so that you can feel your mind stretching to its bounds as you read, and for that reason it's an enriching reading experience, as well as a frightening one.