There are two ways in which candles are made to be dripless. It could be that the candle has a thicker wick which absorbs the liquid wax. Another way involves making a thin candle from soft wax, then dipping it into a thicker wax that burns at a higher temperature (therefore more slowly). When the wick is lit the inner core of soft wax melts quicker and is contained by the harder outer edge. Also, beeswax candles are naturally dripless.
However, even these candles can drip if they're near a draft or if the wick is too long.
If you want gothic drippy candles, because that is what's most in line with your aesthetic, your best bet is to look for candles that have very thin wicks or are specialist dripping candles.