Depending what you look for.
For horror role-playing, I sometimes put various dark ambient playlists from youtube/spotify with artists like Atrium Carceri or Cryo chamber not sure whether they really have an audience out of the rpg community
Doom metal, may also be a good choice Blood Ceremony has some pretty dark tones (even though their latest Album is more modern blues than doom metal) or Uncle acid. Iff you're into the slow music you can go for band like Monarch!