Consider 'The Cursed Village', 'Haunted Memories' and 'The Unseen Terror'. 'The Cursed Village' gives the idea that an entire community is under some sort of malevolent spell. 'Haunted Memories' can be about past traumas or events that keep coming back to haunt the characters in a very scary way. 'The Unseen Terror' is effective as it plays on our fear of the unknown, suggesting that there is something terrifying out there that we can't even see yet.
You could also use 'Nightmare Realms', 'Ghostly Whispers' or 'Doomed Souls'. 'Nightmare Realms' creates an image of otherworldly places full of nightmares come to life. 'Ghostly Whispers' makes one think of the faint, spooky voices that might be the ghosts trying to communicate or warn. 'Doomed Souls' implies that there are characters in the story who are fated to a horrible end, which is a common theme in horror.