I'm here to recommend literally the entirety of Junji Ito's manga work. The man has mastered the art of the page turn.
His stuff is mostly psychologically creepy/spooky. Like you'll read one of his stories and then just kind of. Think about it. Forever.

I like psychological thrillers a lot... do you consider those spooky?

@Amber Lynne: haha ok. I'll pull up my kindle list once I'm done knitting this snowman.

My favourite horror manga are Uzumaki and Tomie by Junji ito! I would definitely recommend them to anyone who loves horror. I suppose anything by Junji Ito is a good horror manga, as the previous comments also said. But if you're not into his work then I would recommend Homunculus, but it is very disturbing! Also the Higurashi No Naku Koro Ni series is also very good, sometimes a little confusing but overall a good series.

As for horror books, my favourites are classics like Frankenstein, Dracula and The Haunting of Hill House! I really love the classic gothic horrors. I hear that The Woman in Black is a good ghost story? I've never read it myself yet though. Most books by Stephen King are horror based too, you could look into his works and see if any interest you. Lastly, I have to recommend you a book called House of Leaves, I can't really say too much about it without spoiling it but if you're a patient reader it is a great book.

Sorry if it's long but I hope my comment helped! :)