Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Abba
You can't NOT be disturbed by "I'm a Marionette".
Especially if one remembers that: 1) This is from the same album as "Thank you for the music" (and is implied to be the ultimate fate of that girl), and 2) This came from a group that ended in Creator Breakdown.
Not making matters better is that Ghost◊ covered it.
"The Visitors". It's been theorized to be about either a kidnapping, an alien abduction, a political prisoner's arrest, or a psychotic breakdown. Take your pick. Officially, the correct answer is the political prisoner one...
"Elaine" is also very nightmare-ish once you listen to the lyrics. "They tie your hands and tie your feet"
"they have your mind, they'll take your soul" Is the poor girl captured by a cult?!