The "Alone in the Dark" Soundtrack is pretty fitting, too.

And I'd never go without Erdenstern's "Into the Dark".

definitely Nox Arcana, they do a special CD for Call of Cthulu D20. But all of their stuff is great background music.

to have some proper music to arkham horror i buyed "dark corners of the earth" adventure game and rip music form "sounds" catalog there isnt too much of it but its rly cool and making the mood. I recomend you all to try that

Nox Arcana does all type of gothic scary music. For this game i suggest their album Necronomicon.

There was another thread about moody/thematic music for Arkham Horror.

Sol Invictus-Lex Talionis : excellent industrial dark folk. One of my favorite records.

Some of their later works like Hill of Crosses are good as well, although they've cleaned up their sound, adding more traditional folk elements- and they're not as raw and gritty.