During Asuka's Mind Rape there's a repeating sequence which ends each time with a different sound every time she yells "Look at me dammit, Look at me!" Sounds like something like a gunshot the first time, cracking of ice the second time, being ripped apart the third time, sound of something dropping the fourth time, and the smashing of a mirror the fifth time. This signifies the repeated damage done to her psyche. There's also the jingling sound heard when we see a doll spinning around and around at the end of a rope and Asuka being confronted with a swarm of Asukas with creepy goo-like colours comes complete with the swarm of Asuka's giggling in a creepy continuous fashion.
Asuka's "I don't want to die" bit in The End of Evangelion. Which becomes even creepier when her mother's "You are not alone. You are not alone. You are not alone" gets piled over it.
There's also her repeating the line "I'll kill you..." in murderous rage to the Eva Series after they utterly mangle her.
The track "Honeymoon with Anxiety" (Fuan to no Mitsugetsu) from the End of Evangelion soundtrack is a cool bit of music that ends with an unsettling... violin... thing.
There's also a unsettling Train Crossing sound-effect that's heard during Shinji's Personal Hell Introspections (which tend to feature trains), during Asuka's Mind Rape sequence after she spots Shinji behind Kaji, as well as during the "Breakup" lines Psychological sequence in the second part of End Of Evangelion.
The second you hear "TWANG-TWANG-twang-twang-twang-twang-twang-twang-TWANG", you know that someone's mind is not entirely in the right state.
When a distorted, guttural, growling noise, like the synthesis of circuits and synapses, is heard during sync sequences (and behind the incoming Harpies), one knows everything is about twenty seconds away from going all to hell.
And then there's the slow, rhythmic pounding of a pile driver when Shinji is visiting Rei in her apartment.
Unit 01 SCREAMING. Just that horrific howl of a noise that sounds like a cross between an elephant and something trying to drag its way out of the fiery pits of damnation.
That becomes worse in the Japanese dub when you learn that Pen-Pen, our cute little feathery friend, Pen-Pen, and Rei Ayanami, poor, misunderstood, mistreated Rei, are voiced by the same person who does the berserk Unit-01. Really.
The reason Unit-01 shares a seiyuu with Rei is because the howling you hear is actually Yuu's slowed-down scream of agony, with her soul trapped in the Eva. And Rei is her clone.
When you hear the cicadas, something bad is going to happen.
Armisael shrieking in agony after Shinji stabs it in episode 23. Also, Armisael turning into Rei and giggling and the dummies of Rei giggling.
The sound of the Rei dummies giggling in episode 23 as they're being destroyed.
The death of Kaworu in Episode 24. It's bad enough that he was crushed in the palm of EVA-01, but then we hear the sound of his HEAD FALLING INTO THE WATER as well as the sound of Kaworu's bones breaking).
Bleach has the sound of Shinji's Cero blast. In addition to killing the music, it's incredibly jarring and unnatural. Best of all, the scene repeats itself in the next couple of minutes so you can experience it all over again.
Barragan's Respira has a creepy crackling sound that sounds like breaking bone.
Hollow Ichigo's scream right before he strangles Hiyori and his laugh while doing so.
Konjiki Ashisogi Jizo, when first released, opens its eyes to the sound of a baby crying.
That...inhuman noise Keiichi makes over the phone when attempting to explain what's going on to Ooishi in the fourth episode. Normal human vocal cords should be incapable of making that sound! ...Unless, of course, they're being ripped apart.
Kisame's sword Samehada gets in on this trope in the chapter where it gains a mouth.Samehada: "Gi Gi Gi Gi..."
Hidan's theme. The music is creepy enough, but with the sounds of people screaming in the backround sent shivers down my spine.
In the anime, during Itachi's fight with Sasuke in Shippuden we see Itachi put Sasuke in an illusion where he pulls Sasuke's eye out of its socket. The sound of him doing so will haunt your nightmares.
Naruto's 4-tailed form (and 6-tailed) not only looks like a hell-beast, but he emits a throaty growl exactly like the Kyuubi itself, and when you consider that he is human-sized in these forms, and that the lesser forms do not alter his voice...
The song "Lilium" plays with Ominous Latin Chanting as Lucy slaughters people left and right during the first few minutes of the first episode of Elfen Lied. Also some screeching tension filled song plays whenever Nyu goes into murderous Lucy mode, or any of the Diclonius are in battle with someone and about to kill them.
That's interesting, because the title roughly translates as "On The Other Side Of The Wall"...
Serial Experiments Lain had the short voiceover that started every episode: * Static* "Present day...heh heh heh...PRESENT TIME...HA HA HA HA HA-" * static*
And then there's the "Whisper" synthesized voice that's used to say the layer titles at the beginning of each episode...
The hum of the electric power transformers becomes ever more creepy as the series progresses.
Especially when it starts forming recognisable words.
Soul Eater has plenty of creepy moments, like Ragnarok's screaming and the moments before Asura's release. In the dark, otherwise silent chamber all you can hear is the clanking of chains. And as he awakens he scratches madly at the floor with his fingers. Eek.
In Bakemonogatari Suruga's constant hysterical screaming of "HATE HATE HATE HATE HATE HATE!!!" while savagely beating Koyomi is quite disturbing.
The original sound novels of Umineko No Naku Koro Ni have a Scare Chord that will weasel its way into your head and make you paranoid for hours. Not to mention the "got a new TIP!" sound effect, which probably sounds fine on its own but gets used in more than one terrifying context...
The strange, hammering-on-metal the Stakes emit in their...er, stake form. It's constantly present whether it makes sense (ricocheting off walls in rapid succession) or not (flying through empty air).
There's also the Scare Chord in the first novel when Maria claims Beatrice gave her that umbrella. Honestly, it's pretty boring up to that point then suddenly "Beatrice! :D" jaaaaaan
ahaha.wav. When you hear it, people are going to die. There is no escape.
That creaking door. That goddamn creaking door.
The gorram wind, either with some scary music or by itself, brr.
Made even worse in the VN when you have finished episode 4 and the picture to the menu shows Beato's golden land with only the empty wind as a sound. All that just to remind you what happened at the end of the episode...
Perfect Blue has several sounds/songs that would fit this trope, like "Virtua Mima" which is mostly played during all of the high-tension/insanity filled scenes. The song makes use of the sounds of chimes, bells, and metal clinking together...the percussions almost resembling the sound of one's heartbeat. There are several whispery thin voices singing soulfully, not necessarily in chorus as the play of notes travel erratically from high to low (soprano to bass). It all comes together to resemble some rather creepy sounding tribal music. It's pretty much the kind of music that will make you want to dive under your bed covers and stay there for a while.
The song which plays when the dolls come to life: "Doll's Polyphony".
"Mutation," the song which plays when Tetsuo loses all control of his powers and the horror hits the stratosphere.
The sound the burst and sweeping cooling pipes make once Akira's chamber bursts out of the sound. The fact there is next to no other sound in the background, and the visuals and audio makes it clear it happens in the background and the sound really carries leaves both the characters and viewers in awe.
Hellsing's soundtrack consists more of a Songs to Kick Ass To compilation than creepy stuff, but when they go for the vampire atmosphere, they do it pants-wettingly well. Possibly the worst contender is From 666 to 777. It starts out with children's laughter and a jangly, cheery kids's show-style tune which is startling enough in its own rite, then abruptly switches to warped laughter, low tones, and bell-ringing. Sever Gun Fight at the Hill of Casualties is another nightmare-maker, as even though it segues into jazz, it begins with organ music that sounds unnervingly like if the children's lullaby "Pretty Little Ponies" was a funeral dirge. And Original Sin (For Not Keeping Virginity) is suspiciously similar to the "Ave Satani" from The Omen.
The sound of Rip Van Winkle's alarm clock ringing continuously in the fourth OVA, shortly before Alucard smashes it.
Sai's theme from Majin Tantei Nougami Neuro. As soon as you hear those choral gasps and that bass, you know someone's gonna end up with their organs on display in a little glass box.
Manga have literally hundreds of unique sound effects, but the one at the end of Junji Ito's The Enigma Of Amigara Fault is the one that will stick with you forever. DRR DRR DRR...
A number of tracks from Blue Gender, but most specifically "Cycle." Static, creepy screaming and lots of volume modulating make for a really terrifying track when it comes up on shuffle in the middle of the night.
The terrifying gambling drill from Kaiji; a device that attaches into one's ear, with a drill that advances a set number of millimeters whenever a bet is lost. It's said that the noise it makes is minimal, but because of the strategic location of the machine AND the psychological pressure put into the gambler, the sound of the drill steadily approaching to destroy one's eardrums is a soul-crushing torture on itself.
In episode 11 of Ghost Stories there's the sound of a lot of phones ringing all at once and the voice of Mary, a talking Creepy Doll.
Paprika: A buzzing sound can be heard when a Creepy Doll is first shown in what appears to be the real world, or when Paprika sees Tokita asleep.
The sound of Kuma pushing someone somewhere in One Piece especially considering what happened to the crew. Less so now, due to recent revelations.
Metal Fight Beyblade: Mizuchi`s theme deep reverberating violins playing slowly with the occasional organ at the beginning, it quickly grows to a deep threatening melody with trumpets and oboes vaguely reminiscent of Jaws with a nasty metallic vibration that grates on the ears.
Revolutionary Girl Utena: In the shadow girls' plays there's a borderline Gory Discretion Shot when one of the shadow girls breaks the other one in half. A disturbingly realistic squishy, snapping sound is included, of course.
In the movie version, the revelation of Anthy's scar during the nude sketching scene is made all the creepier when you can hear what sounds awfully like a dentist drill.
Berserk: In the anime during the Eclipse the sound of Guts hacking at his arm to break free of a demons jaws with his broken sword.
Most of the music in the anime is nightmarish and awesome. For example, there's the music (Behelit) that plays when Femto/Griffith is raping Casca.
The music that plays in episode 15 of Black Lagoon when Gretel tells Rock about her and Hansel's horrific backstory, relaying her bleak, nihilistic philosophy about life and the world.
The sound of Yuno's voice in the Mirai Nikki anime when she screams ''Akise Aru...You're...dead!" after she sees him kiss Yuki.
In Dragon Ball, Videl expects to make it to her match with Gohan relatively easily, as does the in-series audience. For the next two episodes, we are treated to her opponent of her current match, Spopovitch, brutally torturing her in one of, if not the most horrifying fights in the series.
Also, some of Chi-Chi's outbursts (has she ever heard of speaking calmly?). You'll want to turn down your volume because you'll have a massive headache even after she stops yelling.