Reader's Guide to the Cthulhu Mythos - Title says it all. Info and links concerning Lovecraft's mythology. Dark Echo - Horror stories, reviews and special features. Official Website of Clive Barker - Home of the Lost Souls fan club, with short fiction by Clive Barker and fan club members. HorrorNet - Lots of links and original stories.
Discussion is mostly about movies.
The name pretty much says it all. The Dark Side of the Net - No original content of its own, but this page has hundreds of links to horror sites across the Web. The Stinkymeat Project - what happens when people have waaaay too much time on their hands. Just read it. There ought to be a law against this much humor sitting around in one place.