Well this thread certainly hasn't seen any activity in years, but it's still a good topic.
In no order, here are some of mine. Probably not the most creepy things ever posted here, but they're among the creepiest to me.
"Thunder Rolls" by Garth Brooks. Easily one of the most infamous songs I know for this. For as long as I can remember, it has always creeped me out. The song just has a very ominous tone to it and the fact you actually hear thunder in the song itself doesn't help. It don't bother me as much nowadays as it used to, but it's not something I care to hear when it's dark outside and/or thundering, especially in the middle of the night. Even now, I still get somewhat unsettled by it when this happens.
"Falling" by Gravity Kills. I know this song from Test Drive 5 and I was first introduced to it when I was 7. The lyrics are kind of creepy to me, but they don't really bother me much, it's mainly the instrumental that gives me the creeps. Whether it be the full version or the instrumental loops the game has, it always has been a bit creepy to me ever since and even now it still is.
"Like The Rain" by Clint Black. Somehow when I was either 12 or 13, I heard this song on the radio and it had me pretty unsettled for a while. I guess because of how it relates to storms, which wouldn't be a surprise given how I felt about "Thunder Rolls" for so long. I recently started listening to it again after many years of not hearing it and I can still see why it bothered me back then. While it's not as ominous as "Thunder Rolls", it probably would startle me if I heard it at the wrong time.
Now I actually like these songs and I am not saying these songs are bad, but their is a time and place when I probably wouldn't want to listen to them.