Nick Cave has a great example of this. In his Murder Ballad duet with Kylie Minogue, "Where the Wild Roses Grow", he sings from the perspective of a deranged man who is madly in love with a girl (Kylie, in this case). In the end he kills her. That was obvious, no fridge in that one. But let's have a look at the last lines of the song.
On the third day he took me to the river
He showed me the roses and we kissed
And the last thing I heard was a muttered word
As he knelt (stood smiling) above me with a rock in his fist
On the last day I took her where the wild roses grow
And she lay on the bank, the wind light as a thief
And I kissed her goodbye, said, "All beauty must die"
And lent down and planted a rose between her teeth
How do you interpret the very last line? Some beautiful metaphor for him taking her life away? Not quite. The "Rose between her teeth" is a very lyrical way to say that he smashed the "rock in his fist" right into her goddamn mouth, having blood splattering all over her face, leaving her mangled head resembling a rose. Jesus Christ, Nick, go see a therapist.
For those who don't already know their John Milton by heart, "Song Of Joy" has a great example too; the Unreliable Narrator tells us that the serial killer who slaughtered his family "quotes John Milton on the walls in his victims' blood/In my house he wrote "His Red Right Hand"/And that, I'm told, is from Paradise Lost." It's creepy. Then you look up the lyric sheet, where Nick has made sure to note that the narrator's monologue is full of Milton quotes. And any doubts of the killer's identity is go out the window, and you're left wondering just how well the "family man" he's addressing knows his Milton... the fact that the monologue is also full of Nick Cave quotes doesn't make it any less creepy.
The sun to me is dark and silent as the moon
Do you, Sir, have a room?
Are you beckoning me in...? HIT IT!
if you think about it, almost ALL of his songs have this horror inside them.