Wednesday 13 uses alot of horror refrences in his music. His last album (Fang Bang) had songs based on the movies An American Warewolf in London, Halloween, and Friday the 13th. And a song about Vincent Price.
Some of his eariler work with Murderdolls and The Frankenstein Dragqueens from Planet 13 is also largly infulenced by horror movies.
http://www.planet-13.co.uk/index.php
Thats a fansite in the UK. Mr.13 apprently dosnt update his own website. Theres links on there to his Myspace though.
The Misfits come to mind also. Some of there songs are based on horror movies.