The Shanghai Dungeon, already fairly spooky, is hosting Halloween-themed walkthroughs and activities (in Mandarin). From October 26 to November 3, they'll also let you go back into the scenes after the walkthrough to take photos, and Old Shanghai-style dress up costumes will be free.
On Saturday, October 26, the Dungeon hosts a special party, with alcohol, electronic dance music - all the familiar thrills. Tickets for 8-10.30pm are 98rmb. Or if you're feeling flush, 399rmb for two, includes tickets for the walkthrough, the party, and free flow drinks. Buy on their official WeChat account: SHDungeon.
You could also try some of Shanghai's spoooookily themed escape rooms. The stand-out is Pulupulu, and especially the gruesome 编号29118 storyline. Alternatively, there is the House of Kaidan.
Or try a theme park! Until November 11, Happy Valley turns from a family-friendly megapark into a world of horror filled with actors dressed as monsters, witches and creepy clowns. A dark, ghoulish hell, as they call it. They have eight pop-up haunted houses on-site, with witches, vampires, aliens and a day of the dead theme. Tickets for the special night entry (5-9pm) are from 79rmb to 129rmb (includes entry to all the haunted houses) and are available here.
Finally, if it's a theme you want, it's hard to beat Disneyland, where they've done up the park with jack o' lanterns and spooky mood lighting. Say "Trick or Treat" to the characters in dress and see what happens. They're running a Halloween discount until November 3: 299rmb if you enter the park after 4pm. Nighttime mouse. You can definitely go wearing your own costume – just read their dress-up rules and policies first.