"When the Cry" for SAW like feeling, "Another" for the creeps, "Yami Shibai" for more urban legends (I didnt enjoy it so much), "Dead Man Wonderland" for more blood (sometimes gore), "Elfenlied" (has nudity, the anime is good, but I dont like nudity in it).
Compared to the rest MiA is far from horror (yet).
I could go on.
Many have the horror tag, but I wouldnt say it is necessary. "Made in Abyss" (one of my favourites) has the horror tag despite only having 1 scene worthy of horror. However the second season will then be worth the horror.
There is one more I could recommend "gakkou gurashi". Its a cutesy horror, the first episode at the end makes you realise that you shouldnt underestimate how a delusional mind can influence reality.
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