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Nightmare Fuel: Big Star
Chris Bell's solo track "Better Save Yourself", where he casually mentions that he attempted suicide twice.
Almost the entirety of Third/Sister Lovers can qualify. The band, now reduced to Alex, Jody and some session musicians, realized that they weren't going to possibly hit it big. This clearly shows in the final product. Alex sounds like he's going through a Creator Breakdown and the whole album has a slightly-to-extremely unsettling atmosphere.
Alex's first post-Big Star album Like Flies on Sherbert takes the Nightmare Fuel present in Third/Sister Lovers and ratchets it Up to Eleven. The lo-fi production and Alex going through what sounds like even more Sanity Slippage just adds to the whole thing. The album feels almost Lynchian in design and execution.