We're treading old and hallowed ground when we look at horror crossovers. After all, these are already fantasy, already science fiction.
There's a point of interest in examining whether a character like The Heap belongs partway in the superhero genre. The dark arts are revisited time and again in mainstream publishing, especially when a character is otherwise a little too powerful for worldly foes. Superman is as susceptible to magic as he is to Red Kryptonite and an early foe is the interdimensional imp Mr. Mxyzptlk who does the impossible on a regular basis.
For a true pastiche of war and horror the Creature Commandos have the same authority as the T.H.U.N.D.E.R. Agents do in the spy/superhero cross genre or the Metal Men do for 'science heroes'.
Superficially the supernatural divides into action and drama. A number of the best EC stories didn't have a boogie man in sight - it was ordinary but vile humans who were the threat. They resembled the best drama in the way that poetic justice was exerted.
To really illustrate this crossing of paths, I have one particular story in mind: a law abiding father has a son who is 'on the lam'. You can tell this distresses him as he is torn between the loyalty he feels and the troubling notion that his son is a nogudnik. The conflict is pure drama. But then the events with the police in hot pursuit of the felonious offspring reads like straight crime. Hearing them at his door the father hides his son in the cupboard. Things turn to horror at the end when the father, in an attempt to 'prove' that his son is not some fugitive hiding from the law turns and fires repeatedly into the wardrobe!!
Gothic romance is a familiar amalgam. (btw I thought I'd share this with you; it isn't what I was looking for in the way of links but I have a feeling you'll appreciate it as much as I do.)
Asking message board colleagues once to cite real life horror, they nominated the sight of people jumping from the burning twin towers. With the current controversy surrounding the filming of any event related to this, it's interesting to note that there have already been a slew of 9/11 comics
And, for an insensitive segue, if you're looking for scary but funny