Certainly! Thinking about it, most of the urban fantasy stuff is quite closely intertwined with horror in one way or another, though I guess that's partly the nature of the beast. If you don't mind vampires and that sort of thing too much (I know there's been rather a glut of that sort of stuff lately) there's an extremely good, and very clever UK miniseries called Ultraviolet (no relationship whatsoever to the film starring Milla Jovovich) featuring pre-fame Jack Davenport and Idris Elba that I always recommend. There was also a TV series from 1996 based on the tabletop game Vampire: The Masquerade called Kindred: The Embraced that's not too bad, though it died after 8 episodes. There's also a Canadian TV series about a vampire detective called Forever Knight that's quite fun. All these are firmly pre-Twilight/True Blood. Also in a more gothic horror mode you've got Penny Dreadful, which is currently airing, one of the more successful takes on the 'every single public domain character from Victorian sensation fiction walks into a bar' genre (think Van Helsing, League of Extraordinary Gentlemen and so on) and classic stuff like Kolchak: The Night Stalker. And of course there's Carnivàle, which doesn't really fit in anywhere but definitely deserves a watch. There was a glut of quite interesting fantasy, horror and 'science-fantasy' sort of shows (in that sort of weird fiction vein) produced in the UK in the late 60's and 70's that built off the popularity of Dr Who that are worth looking at, despite most being ostensibly for children. The Owl Service and Children of the Stones are both very good, and Ace of Wands isn't too bad. The Moon Stallion is supposed to be in a similiar vein but is difficult to track down, and I've not seen it. Sapphire and Steel is ostensibly science fiction, but it's not got that much science going on.

There's a lot of older Japanese and Chinese films dealing with martial arts and Samurai sort of stuff that might suit as well, come to think of it? Not quite sure where to begin recommending there, except perhaps obvious stuff (like 'everything by Akira Kurosawa').

In a somewhat different vein, the four-part BBC adaptation of Gormenghast is excellent, with a cast that reads like a laundry list of great British actors (Just look at it) and I think it's great, though I'm a huge fan of the novels so I don't know what effect that might have.

Oh, and in my previous post about post-Conan films I completely forgot the utterly ludicrous Krull.