Personally, music that tries to be scary is generally laughable to me. I must have a David Lynch-style viewpoint on what is scary, because songs like Lee Hazelwood & Nancy Sinatra's "Some Velvet Morning" (which would be perfect in a Lynch film, I think) freak me out way more than any Marilyn Manson crap. Nick Cave came close with "The Carny", and "Your Funeral, My Trial". Blind Willie Johnson's haunting "Dark Was the Night, Cold Was the Ground"....Hildegaard von Bingen's "Ordo Virtutum"
What tunes really freak you out?