See Fritz Lang’s dystopian movie, the 1927 classic Metropolis.
Although The Third Man (1949, dir: Carol Reed) isn’t horror per se –imdb lists it as a noir thriller– it requires a mention for its stunning use of Viennese architecture. It is famous for the scenes in the sewers.
See the whole film here:
Watch the movie! Part 1/13 here:
Artist Michelle Lord creates an art project inspired Jorge Luis Borges’ short story “The Immortal”. Borges, one of the most interesting writers of the 20th century, quite often used architecture in his stories. Pictures and article here.
BLDG Blog interviews gothic writer Patrick McGrath on the importance of setting, here.
Gutenberg.org This the place to go to if you are looking for texts older than about 70 years. They can also be downloaded to iPhone, iPad and iPod Touch. The site can be searched by “bookshelves”, e.g horror.
Gutenberg.net.au This collection is not as extensive as Gutenberg.org, but due to Australian copyright laws you might find some texts that are not found on the .org site.
Runeberg.org Project Runeberg collects Nordic e-texts. It is a good source to find out of print Swedish literature as well as old Swedish dictionaries. I am sure you can find good Swedish horror here such as Selma Lagerlöf’s ghost stories or the almost completely forgotten Aurora Ljungstedt.