Horror is a tricky term. Broadly, any story that creates a sense of horror in the reader is a horror story, regardless of the content. Just because a story has werewolves or vampires in it doesn't mean it is a horror tale; a poorly developed monster makes for a non-horrifying saga. Non-frightening monsters also appear in comedies, adventures, fantasies, and so on. In the Daria fandom, for Daria Fanworks Awards purposes, horror is specifically "Supernatural or Fantasy Horror" and includes demons, werewolves, vampires, zombies (in zombiefics), ghosts (ghost stories), etc. However, there have been excellent non-supernatural horror stories as well, usually crime thrillers, and horror stories using elements of science fiction are also known.
The Encyclopedia of Fantasy, by John Clute and John Grant, offers guidelines for narrowing down what a horror story is and isn't. The reader should ideally feel the same sense of threat as the protagonist of the story. In addition, the intrusive threat should be monstrous, a sort not normally encountered on this earth. It should threaten not only lives but the natural order, reason and rational thought, civilized behavior and propriety, the very concept of rightness. Vampires who change their victims into more vampires, ghouls and zombies who eat the living and the dead, demons who use human beings as slaves or food, and aliens who use humans to incubate their young—these are reality violations that count as the stuff of horror.
It is important to remember that horror is not angst. Angst is about hideous suffering. Horror is about being scared out of your wits. It is important not to confuse the two, though some stories (particularly those by Renfield and Angelinhel) can have massive quantities of both.
Horror in Daria Canon
"Legends of the Mall" is a rare exception, being the only horror story (and an anthology of them no less) in Daria. It goes for horror-comedy, playing with the tropes of familiar horror stories & archetypes for comedic effect. The standard twist ending, where Metalmouth's dentures are shown embedded in Helen Morgendorffer's car, is both a gag and has implications of genuine horror: there is a psychotic killer in the woods outside of Lawndale.
Horror in Daria Fanfiction
Horror stories often involve a progressive entrapment of the protagonist, leading to a terrifying end from which escape is impossible. An excellent example in this fandom is Yui Daoren's "The Emancipation of Stacy Rowe," which begins on fairly light terms but gradually drags the innocent Fashion Club member into a nightmare. Renfield is notorious for his short stories in which Daria characters find themselves committed to insane asylums for ambiguous reasons, with ghastly discoveries awaiting both them and the reader (e.g., "Diary Dearest" and "Psycho Sis"). Renfield's supernatural tale "Twilight's Own" masterfully introduces a third, previously unknown sister to Daria Morgendorffer's life (Veronica), forcing an eventual confrontation that has shocking results. "Holding On," another of Renfield's works, also works toward a disastrous but inevitable conclusion as Daria attempts, unsuccessfully, to deal with the death of her sister Quinn.
Equally as well known for her "short shocks" is Angelinhel, who specializes in non-supernatural horror. "9-14-04," "A Broken Night," and "Remember Me" are infamous for their sudden twists in plot, leading the reader into frightful realms. Her two "Padded Walls" stories employ the techniques of psychological horror, recasting the personalities and events of the Daria series in entirely unexpected ways.
Of the stories in the previous paragraphs, most involve mundane, non-supernatural (albeit terrifying) threats to safety and sanity. A ghost appears in "Diary Dearest," but it could also be a hallucination. "Twilight's Own" alone involves a true breach of reality, the sister that Daria does not remember having. Supernatural thrillers exist in Daria fandom on a grand scale. Dervish's "Cries for Help," in which a major character in the Daria series is discovered to be a supernatural predator who feeds on the life energy of helpless teens. The same author's "Call of Quinnthulhu" is a worthy crossover with H.P. Lovecraft's Cthulhu cycle. Quinn slowly transforms into an unearthly monster pursued by equally unearthly Men in Black—yet comes to accept her new state of being, whatever it brings. (Her eventual acceptance is almost as dreadful as her transformation.) WellTemperedClavier also tapped into the mythos well with his Minds Touched by Madness. E. A. Smith's "Seven Days" proves that the "monster" might be a cursed object, in this case the fatal videotape made famous in the movie, The Ring.
A twist on the "unearthly invader" theme was provided by NightGoblyn in "Heartless." A young Jane Lane encounters a red cap, a wicked faerie creature from Scottish folklore, who grants a wish in exchange for Jane's kindness. As a result, Jane becomes infernally evil and wreaks havoc in Lawndale throughout her teenage years. Her wish for a friend is granted, but the consequences, in true horror fashion, are unavoidable and tragic. A reversal of this set-up appears in Robert Nowall's "Night of the Living Doll," in which evil humans create a true monster, instead of a true monster creating evil humans. Other monsters with decidedly fearful powers appear in Jim North's "Sleepwalker"; Rey Fox's "Kitsune"; Brandon League's "Cool"; "Daria vs. the Chubb-Chubb," by Thea Zara and Deref; and Kara Wild's "They Came from Planet Xulfanex." All are well told (with twisted bits of comedy, yet) and make excellent reading in this genre. Note, by the way, that it is characteristic in horror stories for evil to secretly survive and return at the very end, after everyone thinks it has been safely defeated. Several of the above tales include this plot tweak.
Zombiefics are said to be horror stories by default, but this depends more on how skillfully the zombies are presented. Zombies (and any other sort of overused undead foes, particularly vampires) can become very ho-hum if little attention is paid to making them truly dangerous to those who oppose them.
One important subcategory of horror story is the ghost story, of which a number of examples exist in this fandom. Not all ghost stories count as horror stories, however, as will be seen.
Crime dramas can have a strong horror flavor when the villain is particularly vile and suspense is strong. "The Stone," by Sam Lincoln, brings out this point quite well. "The Emancipation of Stacy Rowe" could be included here, too. Humans meddling in the occult, thus gaining paranormal abilities, commit evil deeds in Kara Wild's "Revision." The victims of horrible crimes can seek justice or revenge, even from beyond the grave, as happens in Crusading Saint's "Shadows and Secrets."