Yeah, I think horror is probably best where you least expect it. I should also have said that of course horror doesn't just come in 'horror games', it can be delivered anywhere, but especially in systems like WoD where you already have the potential in the setting. F'rex my SFBK co-writer (btw books arrived yesterday- yay!!) does a lot of psyching out of the players in his Changeling games; he's particularly proud of one GMC who he says he based off a character in Labyrinth (or was that Pan's Labyrinth?).
Currently promoting Sci-Fi Beta Kappa
(published November 2013) and working on several other games: visit the indyhippo design lab