This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Sparklehorse
Grim Augury has some nasty gothic imagery in its lyrics.
The tiny, little-known B-side "Haint" is just... well, don't listen to it before going to sleep, let's put it that way.
It's up in the air how accidental it is, but Good Morning Spider (the song) is creepy as fuck when you notice the quiet, indistinct radio chatter in the background. Same goes for Sunshine, and in fact several of the songs on the album.
“Ballad of a Cold Lost Marble” from vivadixiesubmarinetransmissionplot is 50 seconds of discordant guitar and drum hits overlaid with a bizarre, unnatural creaking sound that keeps going for a few seconds after everything else stops.
The album art for vivadixie, a flying ceramic clown head on a bright blue sky background that looks like it’s speeding towards you.