[somecallmetim]

The SCP files are an interesting setting. I wouldn't use it as is, both because it is a bit overstuffed, and some of the attempts to be edgy are a bit silly, but the premise is great for an RPG. You have a bunch of agents capturing horrific things to be studied by scientists trying to forestall the end of the world. Just about any horror story can be adapted as a target for the investigators, but "creepypasta" stories work well because they tend to center around the interactions of incomprehensible things with relatively mundane people and events.

If you do have usable magical effects or black technology coming from the horrors the PCs are fighting, using them should probably be a source of Corruption. The supernatural is corrosive to reason and sanity in most of these stories.

Stepping away from that particular setting, creepypasta stories have a whole lot of different plots, some more gameable than others. Because they bank so heavily on uncertainty to be frightening, they will require a lot of decisions to be made by the GM to make them workable in a game rather than a short story. One fairly large subset are creepy but not something that would be actionable by PCs with guns. Candle Cove, for example, is plenty spooky, but seems to have no lasting effect and nothing tangible to target. Although a mysterious kids show could be the common factor in a series of horrific events, you'd have to make a lot of it up whole cloth. Any number of stories centered around a video game cartridge or cartoon doing something not quite right fall into this category.

Another chunk are very straightforward to adapt. Slenderman, the Rake, any number of disfigured murderers, etc. are all pretty similar to the GURPS Horror Psycho/Slasher Killer. The occasional Goatman makes a good Shaggy One or reskinned Werewolf. The Evil Clowns are pretty much straight out of the genre. The major issue with these monster or killer stories is keeping the story from feeling like a bug hunt. The target should either rarely present themselves for a stand up fight, or not be susceptible to direct violence. If you can't pick the PCs off, be sure to make the victims to be likable enough that the PCs will at least feel some vicarious fear for them. Also, if you have several of these, I'd try to change up the setting or the way the killer stalks the PCs to keep them from getting too samey.

Another batch are stories about a creepy or unnatural place. These can make good, vaguely surreal locations for monster or cursed object hunts (Abandoned By Disney's forsaken amusement park with monstrous and/or murderous mascots could be fun). Or are the horror in and of themselves (like No End House and the urban legend of "Chimera House", the haunted house attraction no one survives completing).

Reddit's NoSleep subreddit has a whole batch of stories featuring the "Shadow Web", which is basically the dark web if all the urban legends were true. Murder for hire, lethal software, live snuff shows, and cursed artifacts for sale. Tracking down the humans participating in some of these things and shutting them down could make a nice technothriller change of pace from all the abandoned amusement parks and moonless moors.