Alan Moore's Swamp Thing and his run on Hellblazer (John Constantine, a character introduced in Swamp Thing) are outstanding. They launched DC's Vertigo imprint, which had a big part in the resurgence of adult-oriented occult titles in the '80s and '90s. Another classic under the Vertigo imprint is Neil Gaiman's
Sandman. It's perhaps more dark fantasy than horror, but there's considerable overlap.
Those are all titles you'll see recommended left and right. A lesser known adaptation that impressed me a lot is Clive Barker's
The Great and Secret Show. Having read the novels, there's a lot that you wouldn't think would translate visually, but the artist does a great job.
I've been planning to catch up on Locke & Key myself--read the first couple volumes years ago, and got the rest on sale on Comixology a few months back.