I actually wrote the Wikipedia article for Johnny Eck[hardt]. I adore him. He was very multi-talented (he had talents and abilities well-beyond being a sideshow act--orchestra conductor, artist, model-maker, illusionist, etc...) and a total sweetheart (you'll notice he smiles a lot all through the film). Tod Browning actually wanted to do a follow-up mad scientist picture with Johnny and his full-bodied, would-have-been-identical twin, Robert. He was also the Gooney Bird in the Tarzan films. It's a shame what happened to him at the end of his life. In his old age, he was robbed by two thugs, sat on and humiliated. He lost his faith in humanity despite having been known for being friendly and upbeat. He was fond of talking on his porch with visitors and he made a living off of his screen paintings. He became a hermit during his final years after the robbery. Leonardo DiCaprio has the rights to the Eckhardt brothers' story for a biopic and Caroline Thompson (screenwriter of Edward Scissorhands) has already written the script.
Angelo Rossitto is my second favorite. His performance during the Wedding Feast with the Loving Cup, getting the brunt of the humiliation (what a tough scene) with the wine splash and his peaking through the window at Cleopatra's treachery (amazing expressions)... He just gave a very moving performance. Another film I've spotted him in is the 1934 Babes in Toyland (March of the Wooden Soldiers). He's the 2nd Little Pig (black armband) and the lead dwarf with the Sandman during the "Go to Sleep, Slumber Deep" number. He sold newspapers outside of one of the studios for decades and the studios would just come get him when they needed him. He was in tons of films from 1927, when he was discovered by John Barrymore, up to 1987 (his last notable role was the villain in Mad Max 2: Beyond Thunderdome with Mel Gibson).
Of course, Harry Earles is quite famously the Lollipop Guild Munchkin wearing blue in The Wizard of Oz. His three sisters were also Munchkins in The Wizard of Oz. They were known as the famous "Doll Family". Harry Earles was the one who brought the short story that inspired Freaks to Tod Browning's attention, as it was one of the few chances he had for a meaty role.
One of Bob Hope's first acts was a tap-dancing routine by Daisy and Violet Hilton. They were born out of wedlock and given away to a couple, who, while gave them a top-notch education along with music and dance lessons, were abusive and used them as a meal ticket. They had a famous emancipation case and spent many years trying to get marriage licenses for sham marriages in various states (which they were allowed in 1936). When vaudeville and sideshows dried up, they opened up a boardwalk hot dog stand and were accused of drawing too much attention. After that, they ended up being stranded and got jobs bagging groceries. The grocer paid for new clothing for them because they only had show clothes. They died of the Hong Kong flu.
That cast was truly a fascinating group of people.
A few other horror films that I truly appreciate are Night of the Living Dead, House of Wax and The Bride of Frankenstein. I like the good old classics.