As pictured, the video for "Prime Time Of Your Life" deserves a special mention. It involves a little girl who's so insecure about her weight that she skins herself to become thin like everyone else.
The song itself is no slouch on Nightmare Fuel, either. There is something about the distorted vocals that makes one feel uneasy, along with the uncanny beats and the song picking up a very fast pace. And the bass drum you hear near the end? It is a rather accurate replica of your heartbeat as you die.
"Prime Time of Your Life/The Brainwasher/Rollin' n Scratchin'/Alive" from Alive 2007. It comes off really unsettling until "Alive" kicks in.
The first minute and a half of, "Touch" is...very very unnerving.
The last few lines of it however, are rather tearjerking.
"Contact", especially the second half, is extremely unsettling, eventually descending into pure distortion and static—before becoming swallowed up.
Fortunately, if you have the Japanese version, you do get a beautiful bonus country-flavoured track called "Horizon" to calm you down right after.
NightmareRetardant: It stops being horrifying when you realize that it's just the sound of a rocket propulsion system as it goes up in the atmosphere.
"Within" has very eerie lyrics, compared with the creepy as hell robot voice.
In "The Collaborates": Pharrell Williams, Pharrell talks about how the beat of the music mimics the rhythm of a human heart beat, with a black-and-white animation of a heart plays in the background, then it fades to a strange machine, an artificial heart, showing how they are robots. While this does not seem very creepy on its own, it is once you realize where those clips are from...