I'm currently reading a web-serial - and soon to be eBook - by J.C. McCrae (aka. Wildbow), which is basically a superhero epic. It's about the size of the first five Song of Ice and Fire books, and has an insanely large cast. Basically, it is everything you usually have in an epic fantasy, except it's in the superhero/sci-fi genre. I myself am planning on eventually writing an epic in the horror genre, so I'd really like to see some obscure examples of epic stories. (If my understanding of what an epic is is correct)
Narcissus and Goldmund by Hesse seems to me to be an epic. I see epics as portraying one hero from start to finish (of his life). He has larger than life characteristics. Goldmund does. A horror epic seems tough. I'm not a fan of horror so I don't know, but it seems like horror is based on the antagonist more than the protagonist. It would be hard for the same guy to be constantly agitated and attacked by villains his entire life