Kabeláč: Symphony #8 Antiphons
B. A. Zimmermann: Requiem für einen jungen Dichter (much of the creepiness stems from it being essentially the valedictory statement of a suicide)
Janáček, finale of The Makropoulos Case, though IMO it requires the visual of the perpetual youth parchment being burned
Poulenc, finale of Dialogues des Carmélites, when you hear the sound of the guillotine blade repeatedly dropping
Berg: Wozzeck, maybe not start to finish, but many passages are memorably scary and/or creepy
Berg: Lulu, again not start to finish, but I find passages like Du hast ein halbe Million geheiratet! amply creepy
Britten: Death in Venice - live productions I saw were so creepy (playing up the psychosexual angles) that they put me off recordings
Richard Rodney Bennett: The Mines of Sulphur - I saw this obscure Poe-like opera live, and it's both scary and creepy
Busoni: Doktor Faust - I dig weird quirky works, going with this over better-known Faust compositions
Bartók: Duke Bluebeard's Castle