His classic "Thriller" is usually a popular choice for Halloween. Both the song and the music video.
But let's not forget about "Ghost" which is mostly a short film than a music video, but still has song, dance.
Yeah, Ghost has a cool "ghost-like" and "skeleton-like" dance choreography too.

But the theme of the song isn't as cool as Thriller.
Since it's talking about "ghost of jealousy" instead of real ghosts.
I thought that was Drew Carey playing the mayor, but turns out it was Micheal Jackson in makeup and fatsuit!
I wonder why would he went the trouble playing into major too while he could easily cast someone else.
That until he's start dancing.