Some scary online games for kids are Tail's Nightmare, Scary Mazy and Darkness Game. These are all scary games that are free to play with flash capabilities.
Tail's Nightmare is based on the character Tails from Sonic the Hedgehog. The player controls Tails as he has to make his way through a very scary alternate dimension. The mouse and keyboard are used to control Tails' actions.
Scary Maze is a maze and puzzle game that seems innocent enough, but there are scary images and sounds that pop-up as the player goes through the game. This is better suited to older children.
Darkness Game is a story-based horror game that starts with a girl who answers a knock at her door. A hand grabs her, but then darkness occurs and she ends up back in her room. However, nothing is as it should be. She then has to try to stay alike through various obstacles.