Piñatas can come in any form, I guess, so it shouldn't be too much of a stretch to have horror movie characters made up to be beaten to shreds. Still, I don't see the piñatas by Etsy seller at Sam Kaleal at Hang Me Official being used at children's parties. For one thing, they are too creepy for little kids, and for another thing, they are pretty near works of art that you wouldn't want destroyed. But you might want to have one for your own reasons.
See eleven different movie characters in piñata form at TVOM.