- Hellboy, BPRD, Abe Sapien, Lobster Johnson, etc.--pretty much everything from Mignola's Hellboy universe is about as awesome as you can get for supernatural fun.
- The Damned is supernatural and noirish and is probably one of the best comics I've read in years.
- The new House of Mystery is fun.
- Neil Gaiman's Sandman has a very supernatural flavor and is one of the best comic series ever.
- I don't know if religion counts as occult to anyone but me, but Preacher follows a dude trying to kick God's ass. It's hilarious and a great read.
- The current Ghost Rider series has actually been a lot of fun since Jason Aaron took over.
- Brian K. Vaughan's Dr. Strange: The Oath mini-series is great.
- Fables features folktale characters and is a wonderful series.