Halloween has nothing on the wrathful deities of the East when it comes to scary images. Vajrajogini, Kali, Kurukulla, Yamantaka...male and female, both have their fearsome aspect. What is the reason for this?
There are many cases of wrathful figures in both Buddhist and Hindu iconography - images with halos of flame, skull necklaces and skullcups, horrible facial expressions, drinking blood, dancing on corpses...
John Blofeld, in his book The Tantric Mysticism of Tibet, has some insight on some of the reasons for this from the Buddhist tradition, and I quote:
"It would be wrong to suppose that they [wrathful deities]typify divine wrath, for their functions are quite unlike those of medieval Christian demons. Their purpose is not to torture sinners but to overcome evil. Their clenched teeth and ferocious expressions are those of beings exerting all their strength in the battle against passion and delusion; their weapons are for cutting off defilements (klesa or karmic accretions) and the corpses beneath their feet are the passions they have slain. Furthermore, these wrathful forms are essential to the Tantric concept of non-duality; beauty and ugliness are two aspects of every object of perception. Yet another reason for them is the belief that, when a man dies, he spends forty-nine days in the bardo or intermediate state which precedes rebirth; during that time he will encounter thought-forms emanating from his own consciousness which will have the appearance of the wrathful deities. Familiarity with these will help disperse his fear."