Massive Attack, "Heat Miser." Basically a new-age song hacked up with a bloody chainsaw. Crazy suspenseful.
Throbbing Gristle, "Hamburger Lady." Something about the juxtaposition of the word "hamburger" with this alienated ambience deeply disturbs.
Sufjan Stevens, "John Wayne Gacy." Sufjan Stevens is about as scary as a jar of Jif peanut butter, but on this track he succeeds in painting a moving but ultimately terrifying portrait of one of America's most famous serial killers.
Leonard Cohen, "A Thousand Kisses Deep." Cohen could make the iCarly theme song sound spooky.
Suicide, "Frankie Teardrop." Totally fucking insane.
Nine Inch Nails, "March of the Pigs." The bizarro piano breakdowns that punctuate the pulsing, distorted thrust of the song make this one especially chilling.
Radiohead, "Everything In Its Right Place." The opening electric piano, the dissonant harmony, the tripped-out vocal effects: hard to get more ominous than this.
Most of the songs on Tom Waits' Rain Dogs. Waits' growl has an especially graveyard-digger ring to it on this album. "Singapore" is representative.
Velvet Underground, "Venus in Furs." The first scary rock band?