There are moments in LOTR -- the Balrog, Shelob, certainly the trek through Mordor. It's not the main pursuit of the work as a whole, but it is the main emotional drive of some key scenes. Many "best" fantasy lists include works of horror like Vathek, Arthur Machen's The Three Imposters and even The Haunting of Hill House. Even a few of Lord Dunsany's stories veer toward horror -- "The Bureau d'exchange du Maux" (that's how I recall the title; not sure reality coincides), for instance. I'm not sure any of those really correspond with what you are looking for, though. So, again, depending on what you mean by 'classical' fantasy -- which I keep mentioning only because at this forum while a definition for fantasy may not be a moving target, its proven it can duck -- I don't see why horror and fantasy can't merge. After all, besides big slavering beasts, fear may stem from more mundane sources, like apprehension of one's own on-coming madness ala Poe, or fear of societal censure or ostracism, or from loneliness, or from fear for the safety of loved ones, or .... The sources of fear may be either cultural or personal, and at least some will cut across many cultures. About historical horror, in case you want to look in that direction, I'd strongly suggest, The Werewolf of Paris by Guy Endore (very good in spite of the cheesy title) Perfume by Patrick Susskind (not just fine as a horror novel, but a very effective novel) Beloved by Toni Morrison (don't let the 'endorsed by Oprah' stamp deter you) Randy M.