There is a huge variety of classical music that works in a Halloween list, but I feel it’s a mistake to go too heavy on it. Unless what you want is something that’s more background music than party music.
To that end I have a selection of 5 tracks, which I used in my Classical Halloween album. Which is my own MIDI based reworkings of this pieces of music. They just work well for Halloween.
Danse Macabre, Camille Saint-Saens. A musical poem about a legend that death plays a violin in a cemetery and forces all the dead to dance to his tune.
Moonlight Sonata, Ludwig Van Beethoven. While everyone knows the soothing first part of this piece, it actually goes on to become very stormy and tumultuous.
A Night on a Bald Mountain, Modest Mussorgsky. Well known from the demon on the mountain sequence from Fantasia, this piece is pure nightmare fuel.
Ride of the Valkyries, Richard Wagner. From the second of his epic 4 opera Der Ring des Nibelungen, it has a nice feel for Halloween.
Toccata and Fugue in D Minor, Johann Sebastian Bach. Also used in Fantasia (the opening abstract sequence), it’s a perfect piece for setting the mood on a chilly Halloween night.