In addition to the obvious elements of a creepy location, a frightening bad guy, and copious amounts of fake blood and gory makeup, every horror film ever made needs 2 pieces of equipment to set the scary mood.
First is the ever-present blue-colored backlight that mimics moonlight in every outdoor night shot. If you have the budget go with a 1500 Watt HMI fresnel spotlight. This is the largest HMI you can safely run off of a standard electrical outlet but the good news is it outputs about 5 times more light than a 1500 Watt tungsten fresnel. And it’s automatical blue in color compared to the tungsten lights you will use as key and fill lights.
HMIs are expensive however so consider renting this light as needed and grouping your outdoor night scenes together to minimize the number of days you need the HMI.
For indoor shots with moonlight coming through windows, etc you might be able to get away with a 1K or 2K tungsten fresnel gelled with color temperature blue (CTB).
Second every horror film desperately needs a hazer. This cousin of the smoke machine quickly fills a room with a fine, evenly dispersed haze that hangs in the air and makes the light beams from all your backlights show up in the shot. It gives horror interiors that “dust in the air” creepiness that hightens the suspense and terror.
In a pinch you can substitute a normal fog machine for a hazer but you will spends large amounts of valuable time shooting out puffs of smoke and then fanning the air with cardboard or flags to disperse the smoke into a haze.
A hazer is a fairly expensive piece of gear so renting might be the way to go here as well. Luckily you won’t typically need the HMI and the hazer on the same days unless you shoot both indoors and out on the same night.