No one dies. And of course, evil characters never win. These are the best years for kids to listen to scary stories. Their minds are sophisticated enough to know they're just hearing a story, yet young enough to be delightfully scared. I feel free to speak of vampires, ghosts, werewolves, monsters, and hauntings of any sort.
Death happens on occasion.
Folktales about the Devil, or Old Scratch as he's called in American folklore, are good, too. I avoid stories about ax murderers. Most parents don't dare try to entertain their middle or high-school children with scary stories. Yet, on occasion, if a story is well told and sculpted to their world, older kids can be remarkably receptive. But again, the heroes don't die.