On the subject of Nothing Is Scarier, we have the Noodle Incident from "Such Horrible Things". At first, the narrator tries to play it off as if nothing happened when he was fourteen, but the remembers that one time...
"The Greatest Show Unearthed". Circus of Fear, background music that sounds like the most demonic merry-go-round ever imagined, and the random screaming. Plus, it's a totally awesome song. Freaky as fuck, but awesome.
Mad House is about a guy with such terrible anger management issues his house becomes a bloodthirsty Genius Loci trying to kill him.