The Phyrexians in the books are absolutely terrifying, having a disturbing fixation on perfection, and in some books, you see events through a Phyrexian's eyes. And in one case, you see a complete metamorphosis in perspective. Mind Rape through Body Horror and cybernetics eating your soul. There is the oh so subtle hinting in Planeswalker and Time Stream that anyone you know or love might just be a Sleeper who is waiting to call on the Negators. Their appearance and fighting style lends heavily toward implanted weapons and other nasty things. They look like mishmashes of mummies and magitek. And any Sleeper can call on them. And some of said Sleepers don't even know they are one until a voice starts up in their head. In New Phyrexia, the Negators got worse.
Crovax. He's a vampire who fell in love with an artificially created angel. He joined the Weatherlight crew to try and find said angel, who had kidnapped his parents, and ends up killing her, setting off the madness he has up to this point supressed. He ends up taking over the hellhole that is Rath, but not before killing another Weatherlight crew member (Mirri) and breaking Ertai utterly. When Tsabo Tavoc encounters him after the Overlay, she finds him having a tea party with the skeletons of his dead parents; he's even providing voices for them, talking about how they would have let him kill them a long time ago if they knew what he would become. Oh yeah, he ends up tearing her to pieces and eating her, just so no one else can gain her power/intelligence/etc. He has an organ that uses living creatures as the pipes, just in case the rest wasn't bad enough. While it was suggested that he was redeemed after he died, it doesn't seem like he really deserved it.
He was a good guy in the alternate timeline presented in Planar Chaos, but that required Mirri to inherit the vampirism and insanity that made him the monster he was. Some of the flavor texts suggest that she was actually worse than he was; we do know for sure that she exterminated the mogg goblins, and she corrupted the Kor to fill their place. Fun times . . .
Even better; in Duels of the Planeswalkers 2014, there is a new feature that makes the art of some card have a little effect on them when you zoom in (this works better than it reads). Grave Titan's unliving zombie-innards wiggle around to horrifying effect.
Grave Titan is NOT a zombie himself. Whatever the hell it is, it is completely alive yet continuously produces undead corpses.
The Innistrad block is based on gothic horror, and the artwork doesn't disappoint. Just consider the chilling feel of Village Cannibals and the very aptly named Creepy Doll.
"The transformation process is harrowing for the lycanthrope and incredibly disturbing to any witnesses. The eyes change first, the whites darkening and the iris filling with color. The claws go next; the hands elongate, knifelike claws extend from the fingertips, and the thumb forms a claw back near the wrist. The muzzle thrusts forward out of the human's skull, and the teeth jut through the gums in sharp points. Bones crack as they rearrange. Marrow spills into the bloodstream as ribs and skull fracture and telescope. Thick, wiry fur pushes through the skin, often pushing out normal human hair. The tailbone elongates and becomes a shaggy wolf's tail. Metabolism speeds up, increasing blood flow, oxygen flow, and glandular production, creating cravings for protein and fat. Any clothing that was worn at the time of the change is generally torn to shreds and falls away. If a werewolf dies in beast form, it changes back to human form, a process called death reversion."
In addition, the Leeraug pack apparently specialized in killing children. Thankfully, they probably are gone or made into Wolfir after Avacyn returned, but still...
From the magic 2012 expansion; "Deathmark" Is very subtle but full of Eye Scream. One can only imagine what horror's would make your very pupil leak out of your eye.
The 2012 Core Set edition of Distress covers its share of creepiness as well.
Eldrazi can be rather eerie. Particularly the biggest one - Emrakul, if you look at its art closely. It looks like a titanic mushroom or mold thing from Dali's nightmares with a nest of swarming tentacles at the bottom, but the creepiest thing is that some of those tentacles are actually hands and fingers, twisted into unspeakable shapes.
And to make matters worse, its summoned nightmares seem to be utterly indestructible. They will kill you in gruesome ways, and there's absolutely nothing you can do about it.
Born of the Gods gives us the Forlorn Pseudamma, a Returned (Theros' equivalent to zombies) that creates zombie tokens. It's heavily implied by the art and the flavor text that it makes its zombie minions out of kidnapped children.
"More children taken. This is an evil we will track without mercy." - Anthousa of Setessa
If you want to make the situation worse, consider exactly what the Returned are. Lost souls escaping from the Theros' equivalent of Hades to return to the world of the living... at the price of losing their face and being able to create long-term memories. They retain the abilities and skills they once had, but are unable to create a new identity or relationships. They are poor shades looking for a new life, but suffer a Fate Worse Than Death instead. Daxos is suffering from this fate.
Brain Maggot. If the name of the card already gives you an uneasy feeling, do not click the link. Seriously, don't look at that picture if you get squicked easily.
Nissa's origin story. As an animist, she can feel the evil of the Eldrazi buried under Zendikar, gnawing away at the world. She sets out hoping to confront and destroy the evil, but just getting a good look at the Eldrazi is enough to defeat her. The psychic blast ignites her spark, and she's thrown across the Multiverse to Lorwyn. Lorwyn just hours away from becoming Shadowmoor.
The evil in this land was not far under the surface. It was bubbling up, ready to release; a thousand shadowy spiders had been growing and now were chewing through their silken egg casings.
The Great Aurora brings the night… as Death reveals its door… shadows fast obscure the light… unleashing Shadowmoor.
The Blight We Were Born For depicts the true power of Kozilek. We know he can distort thoughts and cause pure panic, but here, we see that it's capable of causing General Tazri's life to flash before her eyes... and it doesn't stop there. She sees a Bad Future where the Eldrazi win, the Gatewatch are dead, and she's been driven mad by Kozilek. Ulamog isn't anywhere on the plane, meaning either Kozilek killed him, or he has gone to another plane. When Gideon finally dies, Kozilek is described as making such a bizarre noise that Tazri can only describe it as laughter. For literally billions of years after that, she attempts to re-construct Zendikar to lure him back. Cosmic Horror doesn't begin to describe it.
We return to the nightmare fuel-laden land of Innistrad, but now for the opposite reasons. A Gaze Blank and Pitiless starts off innocently enough, with Avacyn finding a lost child. But something starts buzzing in the back of her mind and she tries to seek refuge from it. She starts to see what she believes that humans are just as bad as the monsters she was created to destroy. And with the help of Gisela and Bruna (Sigarda notably refuses), she starts to wipe out humanity with her fleet of angels to purify the land, starting with the village in the beginning of the story.