I want to read a good horror comic book but can't think of any.Can you recommend me any?(If it's possible for the comic not to be over 40 issues)
What form of horror do you like?
If you wan't in your face chaos and gore then the Crossed series is probably most chaotic but can get cartoonish at times.
If you like nihilistic Lovecraftian than I suggest Alan Moore's Neonomicon...but that may be unknowable to the uninitiated...
If you like more thoughtful stuff with horror elements then I can suggest Garth Ennis' run on Hellblazer. Easy to digest trade paperbacks self contained are Dangerous Habits or Son of Man.
Bonesaw (tpb) it's not straight comics however, it's a mix of comics, shots of sculpted art and prose, but holy cow it's the most disturbing thing in any medium I've ever come across. I cannot recommend this enough.
Also, the new Eerie series from Darkhorse just came out with issue #2 a week or so ago. It has a bit more psychological and sci-fi feel to it than it's mate Creepy.