Historical horror recommendations?

Hello everyone!

I've been on a bit of a horror kick recently, and I've found I really gravitate towards horror set in the past, but particularly during Medieval Europe, the Puritan era, and Victorian/Edwardian times, but I'm keen to read any horror book set in times gone by. Bonus if the horror has religious aspects to it such as Between Two Fires and The VVitch (even though this is a movie, if there's a book with a similar vibe please let me know).

Thanks!