How to publish a horror story
The most important thing when it comes to publishing a horror story is to find the right venue. If you don't publish your story in the right place, you will most certainly never have the success you might get of you publish it somewhere where your story is truly visible. Here are some great venues where you will certainly make the most out of your horror story.
Online Databases and Lists of Story Markets
There are two major online sites for your horror stories: The Submission Grinder and Ralan.com. Take notice that these sites receive a lot of traffic, so the number of stories submitted is very high. Therefore you have to be very persistent if you decide to publish there, and have a lot of patience; it will be crowded, literally.
Publishers' and Editors' Websites
You should read publishers' and editors' main websites. You will have access to upcoming anthologies that might not be available on self publishing websites. You might find that some publishers are issuing an open call. Take notice that some anthologies will be closed and only open to writers and editors invites
Writers' blogs and Horror Websites
Some writers list open venues and horror anthologies. Pasty Collins usually posts open competition calls on her blog. Here are some other interesting websites: Hellnotes, Six Questions For, British Fantasy Society.
It's not what you know, it's WHO you know
You certainly hear this everywhere, and this time won't be an exception. Be sociable, attend any conferences related to publishing and horror stories and from then on your journey will be an easier one. I don't think this is the most important thing to help you get published, but it doesn't hurt to try and get to know people that might help you.