Open Cursor Library has many sets. Just a few include fairy tales, rainbow, Chrono Trigger, Mega-Man, spotz, Jesus cross, and alphabet letters.

CursorFX offers a few sets of free cursors. Just a few include sharks, black, silver, gold, and copper - all very professional looking.

Naldz Graphics (page is slow to load) offers 30 sets of free cursors, including denial, streetlight, WinaRtist, and pink hearts.
Get free Halloween cursors from 123 Cursors.

Theme Shack offers free horror cursors, including Halloween, terror, the undead, graveyard, and trapped.

House of Themes offers free Dracula and Frankenstein cursors, and many more.

Get free Halloween cursors from jellymuffin.

123Cursors offers many free Halloween cursors.