Scary comics
Terror comics

Cuddon, J. A dictionary of literary terms and literary theory, c1998 (Horror story: a fictional narrative which shocks or even frightens the reader, and/or perhaps induces a feeling of repulsion or loathing.)
Wikipedia, Nov. 8, 2012 (Horror comics are comic books, graphic novels, black-and-white comics magazines, and manga focusing on horror fiction.)
Fletcher-Spear, K. Library collections for teens : manga and graphic novels, c2011: p. 163 (Horror Graphic Novels)
Comiclopedia website, Mar. 6, 2013 (under Wallace Wood: horror and terror comic book line)

Comics that are intended to shock or frighten by inducing feelings of revulsion, terror, or loathing.