Where can I send a short horror story for publication? I've googled but can't seem to find any info on it. I know a lot of magazines publish short stories but not of this genre.
Duotrope should definitely be your first port of call. There are a lot of magazines and anthologies that publish horror, and you can search by genre in order to find them more easily.
I'd check Duotrope, for sure. What I like best about Duotrope is they post the acceptance and rejection rate for each magazine after ten people have submitting their answers.