The third GURPS sourcebook published and the first for Second Edition.
Introduced the rules for fright checks for GURPS. Included basic rules for psionics and expanded the magic rules from GURPS Fantasy.
Also include a bestiary and covered three different horror settings -- Victorian, Roaring 20s and Modern.
First introduction of the Cabal (detailed later in GURPS Cabal, though the latter eschews much of the material on the Cabal in GURPS Horror).