I've run a few spooky one-shots, but they tend to be held on New Year's Eve, not Halloween, for reasons that still elude me. Two published modules I've run for New Year's have been "Tammeraut's Fate" (dubbed by my group "Escape from Zombie Island") and "Last Breaths of Ashenport", both from Dragon Magazine.
I did run an actual Halloween horror game last year; it featured a hag taxing a small village of children, a harvest festival presided over by a mad satyr, faceless hounds, scarecrows, crazy thorn men and (of course) an evil clown. The lights were turned down, the soundtrack was suitably spooky; a good time was had by all.