Ghost in the Bunker Parts 1 and 2 certainly contain some creepy moments, but the funnier parts of the videos will probably act more as Nightmare Retardant than anything else.
Another rather unnerving one is Slender Invades the Bunker. After a camping trip in a certain forest, Fegelein mails Hitler 8 mysterious pages. At that point the lights start going out, and disturbing sounds are heard throughout the Bunker as Slenderman picks off the Bunker's occupants one by one, causing increasing panic for those trapped within as their numbers dwindle. It ends however with a rare awesome moment for Hitler as he alone has the balls to shout "Fuck you!" at Slenderman and call him out on his obsession with the pages.
The Menace of Fegel-Forest also involves the bunker gang along with some of the U-Boat and Stalin Parody crews going up against the Slender Man. Though the edge may be taken off by the fact that Mallory kills the Slender Man.
Hitler plans a facial plastic surgery, despite being Played for Laughs is really horrifying when you think into it a bit. Fegelein is perhaps depicted here at his most sinister and sadistic, as he straps Hitler down and painfully re-arranges his face, with him screaming all the way. And of course there's a reveal of the final product at the end.
Hitler's Day of Judgment - Really, just imagine being told that you are absolutely going to hell and there's nothing you can do to stop it. The video also ends on a rather And I Must Scream kind of note - Hitler (as assured) is dropped down into hell, with a whole army of walking skeletons waiting there for him.
Hitler meets the nuclear bomb has the Reich being nuked by Keyboard Cat. It is one of those videos that somehow completely succeeds in being both funny and disturbing.
Hitler reviews extreme slow motion effect - Just listen to it. It sounds like something out of the deepest trenches of hell. Take our advice and don't set the video at 0.5 speed. Unless you really don't want to sleep tonight.