Lot of good stuff in this Bundle of Holding, up to and including GURPS Horror (Fourth edition) itself. Steve Jackson Games has gone four editions of that particular sourcebook, and every single one of them was actually justified: the Third Edition in particular had a very interesting campaign setting that had to be cut to make way for stuff in the Fourth edition. Fortunately, they expanded the setting and turned it into GURPS Horror: The Madness Dossier, which is also available in this Bundle of Holding and well worth your time to peruse.
Also, the bibliographies you’ll find in each edition of GURPS Horror are invaluable, particularly if you’re trying to build a library. The only reason I’d argue against buying these in PDFs is because the ones that also have print versions are worth picking up that way.