In the past, I've simply linked to my scary movies category, and possibly supernatural & paranormal movies. But then it occurred to me that there may be movies worth watching on Halloween in other categories, so... you should still definitely check out those first two categories, if you're looking for ideas for what to watch on or around Halloween. (Also check B-movies and giant monsters.) But here are a few other suggestions (though it's entirely probable you could find other movies scattered throughout my various categories that you would consider appropriate for Halloween, but which I don't include here). Note: in 2017, I redesigned my scary movies section into subgenres, some of which now include movies I used to list here, but which I've now deleted from this page, as it seems redundant to keep them here.
I also think there are some TV series that are particularly apt around Halloween. Most of them can be found in the supernatural & paranormal shows category, and there are some others in the anthology category. But there may be a few other things worth checking out in other categories, so I'll list them here, as well. Oh, and some web series.
The Black Cauldron
The Book of Life
Cowboy Bebop: The Movie
Graveyard Jamboree (short)
Hotel Transylvania, Hotel Transylvania 2
Jack's Halloween Treats (short)
Missing Halloween (short)
The Nightmare Before Christmas (mainly a Christmas movie, but it works for Halloween, too)
Scooby-Doo and the Witch's Ghost
Season's Greetings (short)
D-Sides: Monsters (short)
Season of the Witch
animated TV series
The Grim Adventures of Billy & Mandy
Mary Shelley's Frankenhole
Scooby-Doo, Where Are You!
Witch Hunter Robin
live-action TV series
Garth Marenghi's Darkplace
My Babysitter's a Vampire
Over the Garden Wall (animated)
see supernatural & horror webseries