I just finished checking that work, and in it I refer to exactly two works of horror from the 21st century:
A History of Terror by Paul Newman (not that Paul Newman), and
Declare by Tim Powers.
This seems thin, even for a book written in 2001. I call upon you, sprites and hobgoblins, to inundate the comments section with worthy works of horror created in the 21st century (for the purposes of this call, we'll count 2000 as this century) in any medium: non-fiction (studies of horror, or of horrid things like plagues), fiction, comics, television, movies, and video games.
(You don't need to mention Let the Right One In, as we all know it's going into the new bibliography already.)
If you have strong recommendations for horror anime or manga, I'll take them from any century, as the bibliography currently has nothing in either category.
Thanks much -- and let the right ones in!