It's an interesting idea. There are a few problems with it however…
1. I don't watch anime to be honest, so I would have to rely on the users' suggestions for putting together a list. Not a big deal, I'm sure /a/ would be glad to help us.
2. For the last year's Halloween stream, we used togethertube.com, which basically simply provides an interface for watching Youtube videos as a group (and a few other sites). Unless the recommended anime episodes are hosted on Youtube, we wouldn't be able to watch them. My connection unfortunately isn't fast enough to allow me to stream stuff from my computer.
3. I feel like anime is a bad medium for spookiness. It looks too polished and/or cute.
4. It would be assumed that the characters have plot armour which means you already know how the episode is going to end.
5. The people who aren't familiar with the series might not be able to fully appreciate the episode since it would be their first introduction to the characters and the plot.
6. The people who write anime episodes (unless the whole anime is just about horror) probably don't know how to write a good horror story. Even most horror movies are badly written, so I can't imagine that anime would be any better. I might be wrong though.
Let me know what you think about my objections. I would also like to know what other users think about this idea.