There are many good ones out there such as the popular Jason, Freddy, Michael films. But I actually made a YouTube vid with 6 suggestions for films to watch for October. These are great classics that are not spoken of very much. I'll just go ahead and list them as not to spam the board with my YT link.
1. The Sadist - Arch Hall Jr. 1963 (a very good b&w film)
2. Race with the Devil - Peter Fonda & Warren Oates 1975 (excellent "cult" film)
3. Tourist Trap - Chuck Connors (the Rifleman from the old b&w t.v. series) 1979
4. Silent Rage - Chuck Norris & Brian Libby 1982 (a very good film where Brian Libby plays a sadistic killer and Chuck kicks the usual ass)
5. The Wraith - Charlie Sheen & Randy Quaid 1986 (Sheen returns as a "ghost" who drives a badass Dodge concept car and avenges his own death)
6. Fortress - Rachel Ward 1986 (an Australian school teacher and her students are kidnapped, what happens afterward will amaze you. Very good film.)