I have to recommend Meat Cake. It's creepy beautiful and has some gory moments. Her style is reminiscent of Edward Gorey and the stories also have a Victorian charm.
I just picked up her illustrated Fairy tale book at the comic shop, "Frightful Fairy Tales by Dame Darcy". Some of the drawings and stories did creep me out and I don't usually get too scared by comics or books.
Fantagraphics also just released her Meat Cake hardcover collection and it's really gorgeous!
http://www.damedarcy.com
If you like ghosts, creepy dolls, witches, mermaids, and such you should check it out.