They're "young adult" books, but "The Deptford Mice" (The Dark Portal, The Crystal Cave, The Final Reckoning) and "The Deptford Histories" (The Alchemist's Cat, The Oaken Throne, Thomas) by Robin Jarvis are rather brilliant, with great twists. I recommend reading the Deptford Mice books first and then the Deptford Histories, as the Deptford Histories are basically the "twist beginnings" to the Deptford Mice books. The story is more straightforward if you read the Histories first; or you could do Mice, Histories, Mice again when you understand all the sinister forestory.
I read them in middle school and loved them, but I haven't been able to track them down as an adult to reread them. More the fantasy side of horror as they are talking animals, but it's definitely horror and I think would still appeal to certain kinds of adults.