I can think of one horror SGA fic. But then I don't tend to look for horror. I suspect because horror requires the jeopardy (and death) of main characters, it's not common for fanfic, as a genre that's about love of character. Even from horror shows, like SPN. I mean, the best horror leaves you feeling like nothing will ever be okay again, and people don't generally like fic that is not just unhappy, but precludes future happiness. I can prove that with some of the comments I've gotten on my fic.