Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Queen
The cover art for their News Of The World album, drawn by Frank Kelly Freas, shows the band's lifeless bodies tumbling from the hand of a wide-eyed giant robot that does not seem to understand why its new playthings have stopped moving.
Played with on Family Guy, where Stewie is TERRIFIED of the cover.
"I'm Going Slightly Mad" (from Innuendo) dances very close to the line between cheeky and sinister. The video features the band doing increasingly bizarre and disturbing things, the eeriness amplified by the mostly black and white photography. It doesn't help the song's reputation that Freddie Mercury's friend Peter Straker says the song is semi-autobiographical, with the lyrics describing Mercury's moments of dementia in his later-stage illness (AIDS).
Another example of a whole song being nightmare fuel would be "The Prophet's Song" from "A Night at the Opera". The song starts off as being very calm and tranquil, but then suddenly becomes very dark and stays that way for the rest of the song. There is then a point in the middle of the song where the instrumentals stop and it just has the band singing lyrics in the form of a round, which gives off the impression that the listeners are in a very large and empty location. The lyrics themselves are also very disturbing, and sound like something out of the Old Testament.