I collected a surprising amount of soundtracks as a kid, but I wasn't as much into horror then so only some of them are remotely horror. Now a days I mostly collect tidbits that I might have liked from a movie and horror themes that I enjoy. I actually have a playlist devoted to horror on my computer that takes 3.2 hours to listen to all the way through, and I believe it's mostly just the theme songs.
Full albums I have include:
Underworld: Evolution
Buffy the Vampire Slayer (1999)
Batman (1989)
Harry Potter PoA (I only mention because I got it solely for the songs that Lupin had a scene with, namely 'Window the the Past'. My God is it a feel grabber...)
Horror movie playlist 'Ode to Horror Films' includes:
I'm too lazy to bother typing them all so here have a screencap
http://orig01.deviantart.net/a1a6/f/...rd-dap5wke.png
Some are remixes and/or labeled weird.
I guess you can say those are favorites since I own them? Favorites in music and movies are hard to narrow down for me cause they change so frequently.