I suppose I could start this feature out with Horror Hooks for the Undead, but it seemed just a bit too pedestrian. So instead I decided to start with another paragon of horror: the Fey!
Traditional fey actually work very well in a horror game. Immortal and amoral, fey represent a force to be reckoned with. They have a truly alien sense of morality, and can take mortal offense at the slightest unintentional slights. While they will honor oaths extracted from them, they feel the need only to honor the wording and not the intent.
So without further ado, here are a couple of suggestions for using the fey to spice up your horror game:
The party comes across a caravan with a number of enslaved townsfolk being being transported by a group of brigands (or an appropriate mix of monsters who might be interested in making money from human trafficking). Upon further investigation they find out that the wagons contain grain and other innocuous items. The slaves are confused and terrified, except for one insane elderly woman who cackles about "The Miller".
The Miller is actually a Formorian Painbringer outcast who has established a stronghold for himself in an abandoned mill. He has a group of evil fey, including Formorian Warriors and Quickling Zephyrs, who serve him. He habitually buys humans from local slavers. These humans are sacrificed to his dark appetites as he uses their bones for grist in his mill, their blood to spice his wines, and devours their flesh.
For a bit of added effect, the group can find out that many of the leaders of the local towns have secretly struck bargains with the miller, sacrificing the occasional local townsfolk in exchange for fairy trinkets. Another possibility is that the Miller might also keep his own "livestock", breeding them to keep himself somewhat protected from the vagaries of supply and demand.
For the last two months, a small hamlet has been terrorized by a recent spat of gruesome murders. All of the murders were children, and the local mayor is desperate for the adventurers to get to the bottom of this tragedy.
The mystery should include several red herrings, but ultimately the party should find some convincing evidence that a local farmer is responsible. In reality, it is the farmer's young daughter who is a changeling, left in place of his real child by a local bog hag. The family is aware that their daughter is the killer, but has been covering it up because they are unaware of her true nature.
The child seemed normal at first, but has been becoming increasingly depraved as she has gotten older. If subjected to a lot of stress, such as intense questioning from the player characters or being attacked, she will transform into a full-fledged bog hag and attack.
If the DM wants to take the adventure further, the could try to find the fate of the original child. This could lead to the discovery of the original hag (possibly with Shambling Mound or Troll allies). A good capper for this may be the revelation that there are other changelings in the town, and that their true nature could emerge at any time.