"Negative Creep" has a very chilling atmosphere to it, especially since Cobain sings that he is a "stoned, negative creep" and that "daddy's little girl ain't his girl no more", which makes you shiver over the idea of a child/teen and its lost innocence.
"Drain You" about two babies who try to drain each other...
"Paper Cuts" is a less obvious example until you discover the lyrics (NSFW). Then it becomes almost as disturbing as "Polly". . . Almost.
Plus the guitar opening sounds like fear itself channeled through a guitar amp.
The music video for "Heart-Shaped Box".
It can be possible to almost fall asleep listening to Nevermind, only to be jarred back awake by "Endless, Nameless"
While "Where Did You Sleep Last Night?" in Leadbelly's version (Which was itself a cover of an older folk song) is cheerful and jolly, Cobain transforms it into a haunting ballad where he sings he's going to the pines where the "sun never shines" to "shiver the whole night through." He also adds that "his head was found in a driver wheel, but his body was never found."
Actually, the part about the beheading and someone staying in the pines were in a lot of earlier recordings of the song, like like this one. "In the Pines" is also the title of many versions of it.
"Something In The Way": Cobain singing about living "under a bridge" where he "traps animals" and lives from the "drippings from the ceiling". It has a very claustrophobic atmosphere and the line "it's okay to eat fish/'cause they don't have any feelings" makes you shiver whenever you hear it.
Even more chilling is the fact that the song was semi-autobiographical. Cobain once lived under a bridge, but it was only for a few days. Additionally Cobain's astrological sign was Pisces which adds an additional layer of Fridge Horror to the latter line.
Cobain flirted with death and suicide throughout his entire career. With titles like "I Hate Myself And I Want To Die" and album artwork featuring imagery from inside the human body it's always haunting. The fact that he actually shot himself later paints a dark shadow over most of his lyrics.
Seeing as how his crime scene wasn't handled properly and never furthered much into, him killing himself is just speculation.