Tori's '97 Bonnie and Clyde is an Eminem cover?  I had no idea!  It's a damned creepy song.
If you're willing to go for lyrics, The Cure's Lullaby gives me the shivers:
And I feel like I'm being eaten by a hundred thousand shivering furry holes,
And I know that I will wake up in the morning in the shivering cold,
And the spider man is always hungry....
Scary stuff.
Otherwise, City of Lost Children's soundtrack is fantastic -- especially if you've seen the movie.
Kronos Quartet albums often have deeply unsettling tracks on them.  Black Angels has two:  the title piece, which is discordant and awful and perfect for attacks by giant insects (one movement is called Night of the Electric Insects); and the final piece, Shostakovich's Quartet #8, a dirge for the victims of Stalin's purges, are both great.
Daniel
Daniel