For a more literary-oriented take on goth, you can always depend on Gothic.net. Today, Amber Keller wrote a list of the Top Ten Most Depressing Horror Books of All Time.
This reading list is pretty perfect for those gloomy days when you just want to light some skull candles, kick back, pet your black cat, ignore the raven rapping on the window, and depress the living heck out of yourself. Maybe with a nice cup of hot cocoa. My favorite book on the Gothic.net Top 10 is Frankenstein. The injustice of how the monster is treated makes me tear up every time.
If anybody knows depressing horror, it would have to be our literary horror fiends over at Gothic.net, so this list is definitely worth checking out. The works on the list which I am familiar with are all excellent recommendations and there are a remarkable number of suggestions which are new to me. I have definitely added Daphne Du Maurier and Arthur Machen to my personal list of authors I want to try reading.