I picked up the Horror Realms Pathfinder source book in a Humble Bundle, and have been reading it cover to cover. This is my review of the book, chapter by chapter. Chapter 2 is called Strange far places and it's about seven different regions on Golarion that are prone to some type of horror, so I'm posting reviews as I complete each section.
Far from the Inner Sea region of Golarion is Tian Xia, home to the Dragon Empires, and the perfect setting for samurai-inspired fantasy stories. There are powerful empires located there, but in the centre of the continent lies the Shenmen region, which dates back to the first great empire Yixing. Lumber and silver were found to be abundant in Shenmen, and so the people settled there. Everything was fine for about 399 years, until somebody took some silver from a spider's lake without saying a prayer of gratitude. The spider was actually a jorogumo, and when it changed into its human form the ungrateful man sexually harassed her. Ever since then, Shenmen has been dominated by the jorogumo.
Being overrun by magical spider people changed Shenmen in many unexpected ways. The fey realm in the region is corrupt, and woodland that was once home to happy spirits now harbour malevolent ones. Ettercaps roam the forests, vermin erupt from felled trees, and ghosts roam the land.
The town of Pek Peh is ruled by a bandit warlord named Lord Howin, whose general Tin Jiayi patrols the region for wanderers and small settlements to exploit.
The horror genres listed for Shenmen are dark fantasy, ghost story, and psychological horror. For me, this barely qualifies as horror and is really just dark fantasy (which I don't really consider horror). However, I know that for some people spiders are naturally horrific, and certainly the atmosphere of the region is dark and dreary enough to be described as spooky. So Shenmen gets by on a technicality.
Besides that, I think the supernatural curse of the jorogumo can justify any variety of horror story you want to tell. The region exists, there's a nonspecific curse on the land, so I don't think any player would be surprised to find any brand of horror you want to introduce.
This is a nice region to have on Golarion, and I think in a way it embodies Paizo's approach to the concept of settings. You don't need a special demiplane or a even a separate plane for horror. You just rope off a corner of each continent, put a curse on it, and you have a working setting. I love plane hopping, but I have to admit I also like the convenient surrealism of Paizo's approach (why don't people Just Leave? well, they Just Don't, and who cares why?). Every continent ought to have a spooky region, and Shenmen is a good one for Tian Xia.