Acidity of o-halobenzoic acids
Acidity data:

The true order of acidity is $\ce{Br = I &gt; Cl &gt;&gt; F}$. Relative to unsubstituted benzoic acid, all of the ortho-halogen substituted benzoic acid derivatives have a greater acidity, clearly having some stabilising effect on the resulting benzoate anion. 


  
  
  Data retrieved from Journal of Research of the National Bureau of Standards, 1958, 60, p569 - research paper 271. $\mathrm{p}K_\mathrm{a}$ values measured in water.


Rationalisation:


Polar effects All of the halogens exert a negative inductive (-I) effect, removing electron density from the ring. This makes the benzoic acid derivatives more acidic in all 4 cases since the resulting conjugate base is stabilised to a certain extent by the presence of the electron withdrawing halogen. 
Steric effects As the halogen gets bigger, strain may force the carboxylate out of planarity with the aromatic ring. Whilst fluorine is roughly the same size as the hydrogen atom, bromine and iodine are both sterically more demanding.
Internal H-bonding This is suggested by another answer below, whilst this has been studied and shown to operate for protic groups such as alcohols and amines, in halogens it has little impact on stabilising the negative charge. 


Overall, steric and polar effects operate in tandem to give an overall acidity for the benzoic acid. It's perhaps not intuitive which one will dominate (e.g. fluorine is far more electronegative, but also far smaller than iodine, so which is more acidic). 

The table below, taken from the cited paper, attempts to separate out steric and polar effects through calculations on both the acid and its conjugate base. Sadly, they only look into $\ce{F}$ and $\ce{Cl}$ (no $\ce{Br}$ or $\ce{I}$), but it can be clearly seen that: 


Hydrogen bonding is making no significant contribution to the acidity of the substituted benzoic acid
Polar and steric effects are both in operation, with sterics being far more important in the ground state (the carboxylic acid) and polar effects dominating for the conjugate base (the carboxylate). 


  
  
  Table copied from New. J. Chem., 2004, 28, p67