Lifthrasil: How about Elvira? If you can find a working copy, it might be exactly what you are looking for. Doesn't get much more gothic than that and it's a platformer too.
Or of course any good old 2D Castlevania game (using some emulator if you want to play it on the PC).
doccarnby: He is, of course, talking about Elvira the Arcade Game (which I don't believe was ever released in arcades), and not the Horrorsoft adventure games, which are not platformers.
Yes. Of course. Thank you for the clarification.
tinyE: It's not gothic and it's not retro but for my money the best pure shootem up platformer on here is Duke Manhattan Project. This adds absolutely NOTHING to this thread but I get frustrated at how overlooked it gets.
And it even is available on GoG:
http://www.gog.com/gamecard/duke_nukem_manhattan_project ...was supposed to be a time-filler while waiting for Duke Nukem forever, but turned out to be the better game actually. :-)