Is there a word for love of nightmares/dark/macabre things?

Phobophilia, which literally translates to "love of fear," from phobo meaning fear and philia meaning love, would fit in nicely. A person who loves the disturbing and horrifying, then, may be known as a phobophile.

Exercising his phobophilia, Justin decided to help the Exorcist increase its box office take.

morbid

adjective

• suggesting an unhealthy mental state or attitude; unwholesomely gloomy, sensitive, extreme, etc.: a morbid interest in death.

• gruesome; grisly.

Goth (noun) Gothic (adj.)
a style of rock music derived from punk, typically with apocalyptic or mystical lyrics.

a member of a subculture favouring black clothing, white and black make-up, and goth music.
— Google's dictionary.

Wikipedia's Goth subculture article covers music, fashion, literature and more, e.g.

Gothic literature is a genre of fiction that combines romance and dark elements to produce mystery, suspense, terror, horror and the supernatural