Goatbrush: Amnesia is a great choice but probably too obvious, same for System Shock 2. I would say the
Thief series. Perhaps not considered a traditional horror game, but I found some of the levels incredibly creepy.
Edit: I may have misunderstood the original post when I skimmed over it. If you're just looking for pure halloween theme then yeah I second (third) Costume Quest.
CharlesGrey: Yeah, the others you mentioned are good, but I'm not sure if I'd consider them good "Halloween games".
I wonder if there are any others on GOG. Hmm...
Shadowman, maybe? Or how about Guacamelee? ( OK, the latter has more of a "Dia de los muertos" flavour, but close enough. )
Costume Quest is probably the best choice, though. Unless GOG release something new around Halloween.
Something new? Like, I dunno, Grim Fandango? I don't think there's much demand for those types of games around here though right? ;)