From Edgar Allen Poe and the macabre to Steven King and the scream queens, elements of the fantastical walk hand in hand with horror fiction. Even the bible features witches and nightmares right along side the wonders of miracles. And John Kendrick Bangs might have given it a name, but Dante Alighieri was writing Bangsian Fantasy (a literary sub-genre featuring famous figures in the afterlife) hundreds of years earlier.
Paranormal: Phasmophobia is a fairly new idea. In many Asian and South American cultures, death is something to be respected, not feared. The Greeks viewed the Underworld as a place of waiting and the unknown--just look at the story of Orpheus' journey to there and back, which is more a heartbreaking tale of love lost than one of fear. Probably the earliest literary reference of scary ghosts comes from Shakespeare in both Hamlet and Macbeth.
Supernatural: It's only because Charlaine Harris wrote the Sookie Stackhouse books that The Vampire Diaries is able to enjoy its status as one of the critics current favorite shows. And before that, Bram Stoker's Dracula cashed in on the relatively new phenomenon of supernatural fiction in the late 1800's. But even he received inspiration from local legends and the ancient Mesopotamians and Greeks stories of bloodsucking fiends. Since the beginning of oral tradition stories have featured dark super-human beings to illustrate the battle between good and evil. Are these night-dwelling creatures real or made up to frighten people into walking a straight and narrow line?
Romance: Stephenie Meyer's Twilight might have made it popular, but flooding the classic dark elements of horror with the bright light of romance is nothing new. Joss Whedon did it with Buffy, Anne Rice did it with Lestat, the Greeks did it with Persephone and the Egyptians did it with Isis. Everyone loves a story about love that transcends death, but I'm not sure I want to know how this turned into borderline necrophilia.