If you would like to start reading in any genre, one of the best ways I have found is to find an anthology in that genre and begin there. For that reason, I am listing here various lists of horror novels, short stories, and other works or links that lead to them. I am also including lists of horror films, because a good story is a good story whether on paper or celluloid. This page will be updated periodically, so check back often to see what is new. Also be aware that some of these links may be out of date.
Goodreads.com has a wide selection of various horror lists from Best Adult Vampire Books to Best of Little Known Authors to Best Gothic Novels of All Time.
Time Out London has their list of the 100 best horror films.
The Greatest Horror Books of All Time [144 in total] by Ranker.com.
Check out the Best Horror Movies List.
Wikipedia has an extensive list of horror films dating back to the1890’s.
Top Ten Horror Fiction for Youth by Booklistsonline
This is interesting: 10 Horror Movies Based on Actual Events.
25 Best Horror Novels by Listal.com.
Check out the Horror Writers Association’s reading list.
Go to the first page of The Horror Club and scroll down, keeping an eye on the right side. You will find a very extensive list of horror film lists organized by country, decade, genre, grade and several smaller categories. You could probably spend several years (I kid you not) watching all the movies in these lists.
Top Ten Truly Disturbing Horror Films by Moviesonline.com
Top Ten Horror Novels of the Year  by Bloody-Disgusting.com.
Ten Books That Will Scare the Sh*t Out of You by the Huffington Post.
Top 10 Horror by Spooky-Reads.com
Jones’ and Newman’s “Horror: 100 Best Books (Recommended Reading List)“. Wow! These guys go through the history of Horror back past Horace Walpole and Dante to Aeschylus. If you want to go through the history of horror, check this out and maybe review your copy of Lovecraft’s “Supernatural Horror in Literature”. That should give you a good start for a dissertation on the history of horror fiction