Or something like that.
Anyway, I've tried to accompany some of these songs with YouTube videos, which may not may not exist by the time you listen to them, and normally don't do the original song justice. But it's better than nothing.
There are several such songs I've collected in my memory over time. Leonard Cohen seems to be a common theme in my personal creepy song list, although I don't particularly care for Cohen voice. The main reason I'm bringing this up is I recently heard Jonathan Coulton's cover of Famous Blue Raincoat. Don't ask me why, but this song really, really disturbed me, even though it's a pretty standard retelling of the old normal love triangle/murder/letter from the dead saw.
Maybe it's the slow, brooding banjo in the background. Maybe it's Coulton's normally geek-rock voice pulling off some pretty good stand-in-the-corner-at-the-junior-high-dance angst. Maybe it's the vague references to Scientology. In any case, it's an awesome song that makes me want to take a shower afterwards.
Following the L. Cohen theme, John Cale's version of Hallelujah is one of the best versions of this oft-covered song. There are plenty of good ones, but this was one of the first I heard and, I think, the best.
This next song is as close to the appropriate dark emo song that should legitimately called "creepy," and also involves a death. And don't go all scene on me cause I called the Verve Pipe emo. I said it's as close to emo as this list is gonna get.
I wouldn't really consider this next song to be creepy, but it certainly is relaxing. Alison Krauss's rendition of Down To The River To Pray is one of a long line of wonderful Krauss songs. The video below only has the song, but to appreciate it it has to be watched along with the relevant scene in O Brother, Where Art Thou.
I'm sure it would have more impact for those who have sung this familiar hymn in church, but I hadn't recalled it when I listened to it for the first time. Of course, in the context of the movie it might be considered quite creepy since it involves eating gophers.
It's no Monster Mash, but this is about as close to a Halloween song list as I think I'm going to come up with. And that's probably the creepiest thing about this list.
Update: Talking with my wife, I remembered a song she introduced to me a while ago. As if the song already wasn't eerie enough, a band called Gus did a cover of Don't Fear the Reaper from the movie Scream.
Also under the "calming but not necessarily sinister" department--and also the "I'm not sure why this blatant commercial moved me so" is this three-minute long instrumental for Louis Vuitton. Nothing says "Sell Me Handbags!" than a wordless story about hopelessness and despair.
And this one isn't as much creepy as it is sad: Pancho & Lefty by Townes Van Zandt. I actually dislike the much more famous Willie Nelson and Merle Haggard version; I don't care for Van Zandt's voice, but for some reason it works for this song. This is an awesome live version:
OK, so this list became less a "Creepy Songs For Vaguely Halloween" list and more of a "Somewhat Creepy but Mostly Relaxing And/Or Sad List of Songs That Make Me Want To Buy Overpriced Leather Belts."