I've always liked the claustrophobic pounding tension of the score to John Carpenter's The Thing:
The soundtrack to ALIEN is also really eerie and great and helps with that sense of isolation and tension:
Some others would include movie scores from: Halloween, The Fog, The Exorcist, Nightmare on Elm Street, etc.
Back when I was a kid there was an urban legend about the theme to Lavender Town in the old Pokemon Red and Blue gameboy games. The rumor was that it affected only kids because it had notes adult ears couldn't hear that drove kids to suicide:
Also this one isn't scary but there is an urban legend that this Hungarian song also makes people kill themselves, I've listened to it several times and it is a sad song but I actually think it's pretty beautiful: