just heard "in the air tonight" by phil collins 5x or so, song's so damn creepy..adds to its charm.
link

I find "in a gadda-da-vida" by iron butterfly fairly creepy.
link

Same is the case with "when under ether" by P.J. Harvey (great song describing an abortion in a very very creepy way)
link

Rammstein's "Hallelujah" is damn creepy too, if someone follows the lyrics.
link

Can you guys post links to some more creepy songs ?