Horror is a hard genre to musicalize. You have exceptions, like Sweeney Todd, Phantom, and Jekyll and Hyde, but it's hard to combine the sensationalism of terror with the sensationalism of singing and dancing.
Jekyll and Hyde didn't recoup despite a 3+ year run, so labeling it a "success" is up for debate. The retooled revival in 2013 opened and closed in a blink.
"You travel alone because other people are only there to remind you how much that hook hurts that we all bit down on. Wait for that one day we can bite free and get back out there in space where we belong, sail back over water, over skies, into space, the hook finally out of our mouths and we wander back out there in space spawning to other planets never to return hurrah to earth and we'll look back and can't even see these lives here anymore. Only the taste of blood to remind us we ever existed. The earth is small. We're gone. We're dead. We're safe."
-John Guare, Landscape of the Body
Would love to see Toxic Avenger get a chance to flop/succeed on Broadway. Heard they were going to try and bring the Houston 2012 cast in but there's been no news for a while.
The English version of Dance of the Vampires was a sick joke. If done faithful to the Austrian/German one, it's an absolutely amazing show that would do well here or in the West End
West End, maybe. Here, the brand is tainted. People still bring it up constantly as a reason vampire musicals "don't work." No one would be willing to risk investment money on it here. (Trust me, I know for a fact. You can PM me if you really want the gory details.)
I don't know if and who's opinion of horror, but there's Carrie, The Woman In White, Love Never Dies,Ghost (?) , Lizzie Borden. Eye of the beholder I guess, some become cult classics.