Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Throbbing Gristle
"Hamburger Lady," which combines cold, mechanical electronics and thoroughly effects-fed vocals, with lyrics taken from a medical letter involving a severe burn-ward victim.
Mercifully, it appears that the letter is actually fictional.
"Slug Bait", in which Genesis gives a detailed first-person description of a Mau Mau uprising atrocity.
"Persuasion." Built around a tape of a desperately pleading woman, with jarring guitar, two-note bass, and monotonous vocals, the song is essentially about emotionally abusing a woman to get her to shed her clothes.
"Very Friendly," off The First Annual Report. It's like Slug Bait, but with one of the Moors killings. It spares not even the most mundane of details, and it lasts about 18 minutes. Genesis sounds more or less detached, but gets more enthusiastic as he carries on, culminating in him graphically impersonating Evan Edwards.
After finding out Ian Curtis liked it, "Weeping" becomes very spooky to listen to.
"Zyklon B Zombie." It's hard to make out the lyrics (which are, unsurprisingly, about a concentration camp prisoner being led into a gas chamber), but the droning, muted vocals and subject matter are bad enough.