Snap Judgement from NPR has a Halloween podcast that they do annually. I believe the series is called "Spooked." I've also stumbled across a few podcast on their site that deals with untold mysteries, possessions, and other horror related topics. I'm definitely going to follow this thread tho!
Check out "The Last Podcast on the Left" - those guys are great and they cover paranormal stuff, serial killers, cryptids, and whatever else they seem interested in.
I've tried listening to "Haunter's Hangout" as a podcast since it's available on the app but it's hit and miss, I think it works better as a live show. They should announce the guest's names, haunt names, and websites more throughout the show because I realize they're talking about something specific to a haunt and I have no idea what they're talking about. If they were like, "be sure the check out the Facebook for Name-of-Haunt" or "These pictures are on the Flickr for Name-of-Haunt, thank you Haunter-Name" more often it would be amazing! I do love the show, just difficult as a podcast (audio only).
All of Matt's, & jay's podcast great. The last one from the other night was pretty funny all about 88. Matt has allway did a wonderful job with his countdowns both Halloween and Christmas even back in the X-E days.