The album cover◊ of Sung Tongs is particularly nightmarish. It's an image of two somewhat-humanoidthings made out of paper cut-outs against a blood red backdrop. What really makes this one creepy is the fact that they're both sporting deeply-unsettling Slasher Smiles and that you can see their bones through what appears to be holes in their bodies.
Speaking of Sung Tongs, we shouldn't neglect the horrifying tune that is Whaddit I Done. To top it off, they actually used this song as the album's finale!
The song Bees can be quite unsettling to listen to on its own, but the "RWO RWO RWO RWWWO RWO RWOOOAAA" noise is just fucking disturbing.
The video for Who Could Win a Rabbit. The animal costumes are unsettling enough on their own, as well as the strange movements and camera angles. However, the most unsettling part is the end of the video, in which the tortoise kills the hare and eats his remains.