Yes Horror Media is full of some rather nasty individuals and you'll be able to play as them or submit you're own original killer but you're character and the canon one's may only come from these sources.

Horror Movies
The SCP Foundation
Creepypastas
Urban Legends
Horror Literature/Books

For the canon characters they have to be humanoid no god damn sexual tyrannosaur here thank you. And once someone claims them they are gone poof just like that.

Claimed Cannon Characters
Jason Voorhees
Freddy Krueger