Lamentations of the Flame Princess is an old school RPG of “fantasy adventure and horror.” The link is to the free version without illustrations. The illustrated version apparently has some rather adult and disturbing illustrations.
Horror
Call of Cthulhu Quick Start Rules
Call of Cthulhu is one of the great role playing games. There is a set of free quick start rules available on RPG Now.
Shaun of the Dead Card Game
Shaun of the Dead is free card game based on the very funny movie of the same name.
Reanimation Zombie Survival Card Game
Reanimation is very highly rated at Board Game Geek. And it is free.
Dice of the Living Dead
Dice of The Living Dead is a free print-and-play zombie survival horror game.