The rights would be stupidly (prohibitively) expensive, but I maintain a Game of Thrones house could actually... work?
White Walkers, Wights, Children of the Forest, Sons of the Harpy, Faceless Men, House of the Undying, Zombified Mountain, Direwolves (puppet ala AWIL), Stone Men... plenty of environments...
It's not really a horror property, per se, but Walking Dead wasn't, either.