I genuinely think 'Rebecca' by Daphne du Maurier belongs in this conversation, though it's not a modern paranormal romance. The horror is more psychological and atmospheric, this creeping dread of the past and a dead woman's influence. The romance with Maxim is deeply unsettling, not a swoony comfort. You're never sure if it's love or a gilded cage. For pure supernatural fear, T. Kingfisher's 'The Hollow Places' marries a genuinely terrifying otherworld with a slow-building connection between the leads—it's not the central plot, but the bond that forms in the face of cosmic horror feels earned and fragile, which makes it more poignant. Those are the types that stick with me, where the romance doesn't diminish the fear but gets tangled in it.
Contemporary stuff often leans too hard into the alpha protector trope, which can defang the horror. If the love interest is an all-powerful vampire or demon, the threat evaporates. What worked in 'Empire of the Vampire' by Jay Kristoff was how the romance was a bitter, tragic memory framed by a grim present; the horror of the vampire plague and the personal loss amplified each other. The longing is steeped in grief and guilt, not just passion. It's a heavier, more brutal blend, but it makes the emotional stakes as high as the survival ones.
I keep circling back to older gothic romances for that perfect alchemy. Maybe because the genre conventions of the time forced restraint—the fear simmered in the unknown, and the romance was fraught with tension and secrecy. Modern readers might find the pace slow, but the buildup is everything. The moment of revelation, when the supernatural and the romantic crises collide, hits so much harder when neither element has been cheapened by constant action or explicit scenes. That delicate balance is rare now.