Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Muse
The album Absolution is pretty standard fare Hard Rock, until the latter half of the album, where it just gets darker, and darker, and darker, culminating in a song arguably about murder-suicide and conspiracy theories.
"Ruled By Secrecy"; what gives that song its impact is the piano solo around the 3 minute mark. A youtube commenter put it best, in words that can (and are) also applied to the rest of the song: "It's so delicate and beautiful, but sinister and ugly at the same time..."
"Screenager," from their earlier album Origin of Symmetry. Tom Waits-inspired percussion featuring real bones, lyrics about disconnecting from other people and self-harm ("hide from the mirror, the cracks and the memories; hide from your family, they won't know you now," as well as the oddly disturbing line, "Stop your screaming, no one can hear...") Even just the generally quiet, subdued way the song is performed is somehow very eerie. "Spiral Static" and "Recess" both also have a somewhat eerie sound to them, as well.
"Space Dementia". Never mind the lyrics, something about that song, and the tortured quality of Matt's voice makes it sound profoundly wrong. That whole song is ridiculous, from the breaking quality of his voice to the last few seconds with the sinister piano/guitar outro and the fuzzy distorted moan that oozes out like in a space vacuum or something.
The lyrics themselves deal with the speaker slowly sinking into Omnicidal Mania and promising something that they'll "destroy this world for" it. It's ambiguous as to whether the singer is hallucinating, or being influenced by something much, much worse than a mere hallucination.
Micro Cuts is also horrific with its ear-splitting falsetto and completely creepy lyrics.
PLENTY in the song "Unsustainable" from The 2nd Law. In the promotional trailer for the album AND in the actual music video.
"Animals" is strangely frightening. It's similar to "Screenager", the song is mostly quiet and subdued except for the dark riff that occurs twice, the lyrics are very accurate to how big executives of companies really alienate people, and the last thing you hear is voice samples from the trading floor on Wall Street.
Shrinking Universe, perfectly used in the 28 Weeks Later trailer, Apocalypse Please and Take A Bow are really creepy, especially Take A Bow with its epic/doom sound and accusing lyrics (Corrupt, you're corrupt, bring corruption to all that you touch...).
Con-Science and Host are both extremely dark B Sides.
"Uprising" is pretty much about a totalitarian dictatorship, sort of like 2112.
The video for "Plug In Baby" arguably suggests plenty of this.