Welcome to Night Vale is always classic, especially the early years. They also do one called Alice Isn't Dead that has made a comeback for a third season! Both are sort of in the "Unsettling pseudo horror" genres. Not scary, but very good.
The Penumbra Podcast's Juno Steel is one I relisten to often. It's a Space Noir on Mars with a full cast. They also did another one called Second Citadel which is a semi-medieval/high fantasy, very popular.
Lore by Aaron Manke is good, lots of creepy stories and solid research. He has a soothing voice.
The Witch Bitch Amateur Hour is one of my favorite non-fictions, and it follows two cousins from Texas on their beginning journey into witchcraft. They have very good chemistry and are rather funny, although they recently went through some changes and one of the cousins left the podcast. It's still going, and still highly received by the fanbase.