Halloween is upon us! Any suggestions? The creepier the better!
Shinsekai Yori is certainly disturbing, although that doesn't kick in straight away and some earlier episodes aren't very promising (also the quality of the animation varies a lot between episodes). Just be warned that it's R rated and contains some homosexual scenes. Some people over at MAL went ballistics over that (even though that is not a major feature) so here's a forewarning.
For anyone who considers gore horror there are plenty of anime out there like Shiki and Another.
Well theres a fall 2013 anime that is in limbo right now that I'm keeping my eye on called Pupa, it's based on a manga of the same name. There was also DanganRonpa the Animation, which is like a murder mystery type of anime. There's also cousin anime, Higurashi no Naku Koro Ni and Umineko no Naku Koro Ni. Higurashi is this crazy anime I can't even describe. If you decide to watch this one, power through the first season. It seems confusing as hell, but the second season will explain it. I haven't watched Umineko yet, so I can't tell you what that one is about, but I've heard its a murder mystery one as well.
Uzumaki is another horror anime on my list I haven't watched yet but i've heard good things, and also Deadman Wonderland which is a really gory anime.
http://en.wikipedia.org/wiki/Junji_Ito This guy wrote Uzumaki, and also wrote a lot of awesome stuff.
http://en.wikipedia.org/wiki/Gen_Urobuchi This guy is an also awesome writer who writes some seriously fucked up stuff. There's Puella Magi Madoka Magica which is kinda tame, and then there's the visual novel Saya no Uta which is unbelievably fucked up.
I'm sorry for writing so much but I hope it helps ^.^;
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I'm rewatching Ghost Hound atm, and that can be added to the disturbing category too. It has bucketloads of psychology jargon and is mostly a supernatural mystery, but the feel of it and the recurring visuals add a sort of nightmarish undercurrent to the whole experience.
Higurashi When They Cry...I have never found an anime that creeped me out more
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There is Umineko When Seagulls Cry. I thought it was amazing and its pretty gory.
Ghost Hunt is good if you like ghost stories. Some episodes really scared me to the point I couldn't sleep. And I liked Hell Girl (Hell Girl, Jigoku Shoujo Futakomori and Jigoku Shoujo Mitsuganae were the names of three seasons I watched) and recommend it for those who like short "cruel" stories that don't always have happy ending. I might be wrong but I think that if you like Pet Shop of Horrors then you probably could like Hell Girl too. Hell Girl is more serious than Pet Shop of Horrors in my opinion. And I also give second vote for the Ghost Hound and Shinsekai Yori.
Corpse Party: Tortured Souls is a really gory one. 4 episodes also Mnemosyne is a good one too. 6 episodes

I really enjoyed the anime/manga Blood +. It's really bloody and has a brilliant story line!
Ghost Hound was AWESOME up until the final episode. Most disappointing finale ever, but wow, what a ride.
I'd like to suggest Mononoke and Yami Shibai. Mononoke has excellent art/animation and is also pretty unsettling. Yami Shibai has short, 5 minute episodes that can be SUPER DISTURBING. One episode had me cowering in fear, I kept having to pause because I couldn't muster up the nerve to watch it;;; Then again, as much as I love thrillers, I'm a big baby hahaha
The first ep was the one about the guy who moved into the haunted apartment, right? YEAH that was a nice introductory episode, really prepares you for what's to come. It COMPLETELY caught me off guard, I was fine up until that jump scare oh MAN my heart was racing!!! The episode I had a hard time finishing was the one about the teacher who had to stay after school, and the printer kept acting weird. hhhh the tension was too much for me, and even after calming myself down multiple times, it still wound up scaring the crap out of me oh MAN
All the short stories are so creepy though, it's really good
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