Even though he's considered just "country", I don't think it gets any gothier than Johnny Cash. They didn't call him "The Man in Black" only because of his wardrobe. Plus, his final work included covers of both NIN
and Depeche Mode songs.
I also think spaghetti Western soundtrack band Federale has some haunting music that could be considered goth; check out "Black Sunday", which was featured in the soundtrack to the recent Iranian film
A Girl Walks Home Alone At Night:
https://www.youtube.com/watch?v=jSEIctgofe8