I don't think any of the listed tv shows are horror. For example Penny Dreadful is fantastic, but there's no real dread or uneasiness. Of those listed above there is no terror. No uneasiness. The closest I can think of is Carnivale which had a sort of dread, darkness to it. A defiled priest. A town where if you die there your ghost can never leave. etc.
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Faux News, telling you what you think you already know!
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