I think 'The Haunting of Hill House' is a top choice. It has a great mystery about the true nature of the house and the horror of the psychological torment the characters experience. 'Frankenstein' by Mary Shelley can also be considered. The mystery of creating life and the horror of the consequences are fascinating. Also, 'Pet Sematary' by Stephen King. The mystery of the burial ground and the horror of the resurrected beings are really terrifying.
Well, 'Rosemary's Baby' is a great mystery horror fiction. The mystery of what's really going on with her pregnancy and the horror of the satanic elements are really gripping. 'The Exorcist' is also very good. The mystery of how the young girl becomes possessed and the horror of the exorcism process are really intense. And then there's 'The Silence of the Lambs'. The mystery of the serial killer known as 'Buffalo Bill' and the horror of Hannibal Lecter's mind make it a must - read.
One of the best is 'The Shining' by Stephen King. It's a classic that combines the mystery of the haunted Overlook Hotel with the horror of a family's descent into madness. Another great one is 'Dracula' by Bram Stoker. The mystery of Dracula's powers and the horror of his vampiric nature make it a timeless work. And 'Rebecca' by Daphne du Maurier has a great mystery around the previous Mrs. de Winter and is filled with a sense of unease and horror.