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Nightmare Fuel: David Bowie
The entire character of the Thin White Duke is disturbing, especially when watching live videos of him. There's a lot of times where he'll be singing and the camera will turn to his face, and he'll look completely emotionless. Like, dead-behind-the-eyes Empty Shell level of emotionless. Brrr...No wonder Bowie gave up on characters after that guy. It would be Nightmare Fuel even without the whole Fascism thing.
If you listen to the end of "Space Oddity", you'll hear a lot of dissonant sound that's increasing in pitch. If you take the song by its literal meaning, it could easily represent Major Tom's brain going into its death throes from anoxia. Also a Last Note Nightmare.
When Mission Control is calling out desperately to Major Tom and being completely unable to do anything. That level of utter helplessness is horrifying in every possible way.
"I'm Afraid of Americans" comes off as a sort of hooky, angry song until the end. Then, it seems paranoid at the realization that "God is an American", and he keeps repeating himself over and over, almost in disbelief. It's subtle, but it's there.
"All The Madmen", where the protagonist is willing to endure stuff like electric shock therapy and lobotomy in order to escape from an increasingly insane society.
"Diamond Dogs". Think about it. For one, the description itself, (Hunt you to the ground, they will/ mannequins with kill appeal). And then you have, after the introduction of The Halloween Jack, (Meet his little hussy with his ghost-town approach/her face is sans features, but she wears a Dali brooch/sweetly reminiscent, something mother used to bake/wrecked up and paralyzed/diamond dogs are sableized). The diamond dogs know all about you, and are luring you out with (what, by description, seems to be) a dummy reminiscent of one's mother, complete with a familiar scent. Finally, (Just another future song/lonely little kitch/There's gonna be sorrow/try and wake up tomorrow). You have no chance of surviving, they WILL get you.
Bowie's flip-flopped on what the plot of Ziggy Stardust specifically was over the years, but here's a particularly apocalyptic version mentioned (according to The Other Wiki) in an interview Bowie conducted with William S. Burroughs:
"The time is five years to go before the end of the earth. It has been announced that the world will end because of lack of natural resources. Ziggy is in a position where all the kids have access to things that they thought they wanted. The older people have lost all touch with reality and the kids are left on their own to plunder anything. Ziggy was in a rock-and-roll band and the kids no longer want rock-and-roll. There's no electricity to play it. Ziggy's adviser tells him to collect news and sing it, 'cause there is no news. So Ziggy does this and there is terrible news. 'All The Young Dudes' is a song about this news. It's no hymn to the youth as people thought. It is completely the opposite...The end comes when the infinites arrive. They really are a black hole, but I've made them people because it would be very hard to explain a black hole on stage...Ziggy is advised in a dream by the infinites to write the coming of a Starman, so he writes 'Starman', which is the first news of hope that the people have heard. So they latch onto it immediately...The starmen that he is talking about are called the infinites, and they are black-hole jumpers. Ziggy has been talking about this amazing spaceman who will be coming down to save the earth. They arrive somewhere in Greenwich Village. They don't have a care in the world and are of no possible use to us. They just happened to stumble into our universe by black hole jumping. Their whole life is travelling from universe to universe. In the stage show, one of them resembles Brando, another one is a Black New Yorker. I even have one called Queenie, the Infinite Fox...Now Ziggy starts to believe in all this himself and thinks himself a prophet of the future starmen. He takes himself up to the incredible spiritual heights and is kept alive by his disciples. When the infinites arrive, they take bits of Ziggy to make them real because in their original state they are anti-matter and cannot exist in our world. And they tear him to pieces on stage during the song 'Rock 'N' Roll Suicide'. As soon as Ziggy dies on stage the infinites take his elements and make themselves visible."
"Sense of Doubt", which is nothing but an eerie synth line, a constant descending piano, and what sounds like someone moaning in agony.