Bloodletting - Concrete Blonde
Moon over Bourbon Street - Sting
Losing to the Dark - La Sera
Hatef--k - the Bravery (highly recommend)
Violet Eyes - My gold mask
Vampires - Emanuel and the Fear
Heart of Darkness - Ruby Bones
Blood - Aziya
Killing Moon - Echo and the Bunnymen

Or just check out my Halloween mix. You'll find a lot of songs fitting the mood.