For Halloween, a list of some of the creepiest songs ever recorded (that I can think of):

Frankie Teardrop by Suicide
#2 in the Model Home Series by Guided by Voices
King Ink by The Birthday Party
Untitled [track 11, CD 2, from Selected Ambient Works Volume II] by Aphex Twin
Atlantis by Sun Ra [not really a song, I concede]
Rub 'Til it Bleeds by PJ Harvey
and, naturally,
Red Right Hand by Nick Cave and the Bad Seeds

Seven off the top of my head. Should you think of any I should add, drop me a line.