Jake T
Running With The Pack
While not creepy enough to give me nightmares this old Blue Oyster Cult song comes to mind, "Joan Crawford", the lyrics evoke a sense of malevolence and the music is a perfect match. Leave it to BOC to use Christine's autobiography "Mommy Dearest" as inspiration for a song.
And I love the whole album, probably the last great BOC record they ever released.
That's my favorite BOC album, but the follow up album "The Revolution By Night" has it's moments. What I love about BOC is that all of their songs are kind of creepy.

Blue Oyster Cult - Take Me Away