The Epic of Gilgamesh and The Egyptian Book of the Dead include elements that would later be considered a part of the Horror genre. Later it was the ancient Greeks that turned horror into an art form. Those Greeks were storytellers who gave us detailed stories of gods and monsters as well as human beings acting in the most violent and psychologically deviant ways. Oedipus puts out his eyes; Clytemnestra, with her lover, murders her husband out of revenge; Medea murders her children; Theseus faces down the half-man, half-bull Minotaur; Odysseus matches wits with a sorceress, sea monsters and one-eyed giants.
A Scene from Euripides' The Bacchae (approx. 400 BCE)
Pentheus being torn by maenads. Roman fresco from the northern wall of the triclinium in the Casa dei Vettii (VI 15,1) in Pompeii. Used under Creative Commons public domain CC0 image.
Scene from Sophocles' Oedipus Rex (approx. 429 BCE)
Oedipus blinds himself.
Albert Greiner: Nederlands: LOUIS BOUWMEESTER als Oedipus.
Source: 'Onze Tooneelspelers (1899)' (Q71545457). Used under Creative Commons public domain CC0 image.
Orestes pursued by the Furies in The Eumenides by Aeschylus (5th century BCE)
Orestes Pursued by the Furies by William-Adolphe Bouguereau (1862) - Google Art Project
Used under Creative Commons public domain CC0 image.
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Luckhurst, R. (2018). The Astounding Illustrated History of Fantasy & Horror. Flame Tree Publishing.
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Turitz, N.,and Zimmerman, B. (2020). Horror: An illustrated history of vampires, zombies, monsters & more. Centennial Books, an imprint of Centennial Media, LLC.