Ooo- thread necromancy! Creepy!
Sorry, somebody had to say it.
On topic, a couple of the creepiest games I've ever run involved what my campaign calls "true Dreams" or more commonly just "Dreams" (with the capital D). Now, off and on over the years, it's been the practice of my group to use Dreams as a sort of filler for when half or less of the usual player group actually shows up for a game- to give those who did show up something fun to do. Basically these Dreams work like being in Tel'Aran'Rhiod in the Wheel of Time, or other similar concepts; the idea is, the PCs are in the Region of Dreams and can use the Lucid Dreaming skill to influence things if they have it.
Waaaay back when, several years ago, one of my groups decided to travel with an expedition to an ancient ruin known as the "City of Death," which was expected to take months just to reach the place with all the supplies and people it was bringing along. Now, at one of the caravan's stops along its way, the party was going around town looking for something to do, and chanced upon a local cemetary haunted by a ghost. The ghost was specifically described as an elf with no eyes in his sockets, and he screamed a word at the party before he left. As an amusing side note, the party's Cleric PC (the only one able to Turn Undead) got a natural 1 on her Will save to avoid the ghost's fear, so she ran away screaming while the rest of the party just wondered what this ghost was about.
As it happened, that ghost encounter was at the end of a session, and the very next session several people didn't make it on time. So I ran a Dream. In this Dream, the Cleric and two other PCs found themselves in a cavern of ice, apparently part of an entire dungeon complex carved out of a glacier, or some such. I played up the weirdness and mystery of it all, and the players (appropriately awed and in wonder) set off to explore. But I had an echoing whisper suddenly come from one tunnel, saying the same word the ghost had screamed the night before (unfortunately the PCs all failed their INT checks, so none of them remembered this- and the players had forgotten during the week as well). The PCs decided to follow the voice, down into a strangely darkened tunnel on a lower level.
In that dark tunnel, they found a man, literally frozen in place, and when they went around to see who it was, they saw that it was the ghost- and why he had no eyes. The eyes had been frozen apparently at a different rate from the rest of him, and had burst out of his face creating little trails of (now frozen) goo down his cheeks. And his face was set forever in his dying expression, which I described as a "rictus of horror." That happy image drew some "Ewww"s from the players, as I had hoped.
The next step was to follow the whispering voices still further, into an even deeper and darker tunnel, past a door made of a strange metal that looked more grown or frozen into shape than forged. Beyond it was a long, straight passage that finally ended in a single bare room with three smooth walls (with a hint of something somehow carved into the ice below the actual surface) and one rough one. Since the room, as everything else on its level, was pitch black and the PCs were relying on Darkvision, one of them took out a regular light so they could get a better handle on things. When switched on, the light revealed several things which I rattled off matter-of-factly from a list:
One, the reason things were so dark down here was that the ice itself was somehow colored a thoroughly unnatural black.
Two, the rough wall was NOT black, but a stark pearly white, and yet bitterly cold to the touch- even more so than the other ice around it.
Three, those hinted-at "carvings" in the other three walls were in fact
people- sacrifice victims literally frozen into the walls in their dying moments. (This caused one player to abruptly turn away in horror, as she'd apparently had a dream similar to this in real life once and it was now seriously freaking her out.)
As the players realized this, they took a few moments to discuss this latest finding and get over their shock. Which was when I dropped the next shock on them. The sacrifice victims started writhing and moving, within their tombs of ice, and it quickly became clear to the PCs that those mysterious voices whispering that mysterious word were in fact these very victims. And as the voices built upon themselves, calling out the word triumphantly over and over, getting louder and louder as they did, the fourth wall began to move of its own accord. After a few seconds of movement, a sudden horizontal gap appeared in the wall, and pulled itself open in both the vertical directions to reveal an enormous red eye staring balefully at the PCs. Who then woke up, as other players had arrived and it was time to start the game proper.
The last helpful touch, for those players who had been reading their game books? The word the sacrifice victims (and the ghost) were all saying was a name- "Xixecal."
That was the way I set up an Abomination from the ELH as a vaguely Lovecraftian BBEG in my world.

In subsequent Dreams the PCs discovered more about it, but it also drove the same priestess quite insane in its efforts to get an agent to do its work for it (particularly, getting it released). I still haven't released it, and actually it's likely now that it never will be, but ever since that Dream my group's used "Xixecal!" as a catchphrase whenever somebody does something shocking or gets scared.