Black Eyeliner -- great for sketching out webs, animal noses, whiskers, pretty much anything. It's basically a Sharpie for your face. For pencil liners, I like _________, for liquid liner, I've recently been loving Kat Von D Ink! in Trooper
False Eyelashes -- these are a Halloween costume in themselves. Pick up an outrageous pair from Make Up For Ever, or a subtle Ardell pair to enhance and add femininity to a costume.
White Base -- Failing that, a super pale concealer. I usually go for a concealer in the lightest shade available at the drugstore and use it as a base for all zombie / vampire looks. NYX Jumbo Eye Shadow Pencil in Milk
Red lipstick -- I always end up using red lipstick. I don't even know why. In a pinch, it could be blood.
Lash glue -- DUO is technically a surgical glue, so it will hold most things together. I've seen a ton of brilliant Zipper Face tutorials using this glue. This comes in black and clear, so make sure you know which one you're using!
Depending on your costume, you'll likely need a few specialized items -- fun contacts, specific eye shadow colours, gel blood, scar wax, etc. What are you for Halloween this year?