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Nightmare Fuel: Alice Cooper
Alice Cooper has got numerous creepy songs, including "Wind Up Toy", "Devil's Food", "Welcome to my Nightmare", and "Black Widow". "Wind Up Toy" has that bit at the end with the creepy voice whispering; "Devil's Food" has several nightmarish things about it, especially the end monologue performed by Vincent Price as the curator of a museum describing the black widow spider; and then there's the entirety of the "Black Widow", including its chorus.
The original live performance of "Steven" featured Alice being chased by a 10-foot cyclops. While the costume is pure Narm Charm, how often do we see Alice shriek and run in terror? In fact, the entire 'Welcome to My Nightmare' show was specifically designed to move into true horror and away from the low-brow gorn that made up the stage show prior.
While we're on the subject of dead things, let's put "Dead Babies" on here too. It's bad enough that the verse portion of the song consists of a creepy as hell proto-grunge riff, but you also have the lyrics of Little Betty consuming the entirety of her mother's medicine cabinet, without anyone there to watch over her. Doubles as a Tear Jerker, considering that her parents didn't even care that she died.
The Alice Cooper character as a whole qualifies, being a psychopath that cycles through various personas and mental illnesses, is host to a severely fucked up mindscape and will survive any execution you throw at him.