Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: The War of the Worlds
Jeff Wayne's Musical Version:
The musical scores and audio all help to add to a nightmarish atmosphere, but special mention goes to the Martians' cry of "Ulla", a sound that is truly frightening.
"Whee-ooo Whee-ooo Whee-ooo" gets an honourable mention.
This particular version also has an epilogue set in the present day focusing on a scientist who begins observing green flashes from Mars. Slowly we begin hearing reprisals of some of the music heard when the Martians were beginning their invasion, which get faster and faster, mixed with the scientist desperately trying to reach somebody on the radio as well as the aforementioned noises of the Martians... and then it just stops abruptly. That alone is quite unnerving, but then there's the implication is that the Martians are planning to invade the Earth again, and chances are they've learned from their past experiences, meaning that perhaps we won't be quite so lucky this time.
Orson Welles' Radio Drama:
"Isn't there anyone on the air? Isn't there anyone on the air? Isn't there anyone?"
The scene where the aliens first show their hostility - by deliberately, systematically exterminating a crowd of unarmed civilians with a heat ray and destroying every structure in front of them with their Wave Motion Gun. Human bodies turn to nothing but ash, leaving their clothes flapping in the wind. A bridge full of stopped traffic fares little better. Put yourself in Ray's place - he's running for his life, while people all around him are being incinerated. The only reason he survived that attack is Plot Armor. No mystery why he arrives home an ash-covered, shell-shocked wreck.
The Ferry scene, where we're introduced to the all-new terror of the Gatherer Tripods. Ray and family just barely survive the horrors of the sinking ferry and swim clear, only to get a front row view of the two choices humanity is given: be vaporized or be harvested. All to mingled screams of an air raid siren (from the town) and the ferry victims being gathered by the Tripods.
The general chaos of the refugees turning against each other.
The flaming train scene with Rachel at the river, where we see bodies upon bodies slowly floating..
What makes it even scarier is just beforehand Rachel says 'Looks like the power's still on here.' Imagine what would've happened if it wasn't and the train crossing bars didn't go down.
Ray killing Ogilvy. First he covers Rachel's eyes with a blindfold, telling her to sing her favorite lullaby to herself. As she starts to sing, he takes her hands and covers her ears with them... then walks into the other room and the door falls closed. We don't have to see what he does in there- we just know that Ogilvy is dead.
The scene where Ray and Rachel are finally captured by a Gatherer Tripod, and and put into a holding cage with a bunch of other people sobbing and screaming.
It gets worse when the Gatherer Tripod reveals why it was capturing people: to be 'fed alive'' to it, one at a time, both to feed the organic portion of the Tripod and make fertilizer for the Red Weed.
Just how about that noise the Tripods Make. I think it translates from Martian to basically "You're fucked!"