Thanks all for telling me about your eerie music expierences. I will listen to it all.
I also have some things to add to my own list. These are some things which are eerie to listen to at night when you leave the lights off:
Sun Ra - Atlantis, titletrack from Atlantis-album
Pj Harvey - I think I'm a mother + titletrack from To bring you my love album
Swans - Public castration is a good idea -album
Godspeed you black emperor - Rockets fall.. from the new album + the coney island song from Levez voz 2CD
 
other really eerie stuff:
early Whitehouse, In particular the "New version" of Her entry on dedicated to Peter Kurten-album is horror. Also the Buchenwald + Erector -albums
Ennio Morricone - Una Lucerto... some very eerie, atonal cuts that will haunt you forever like a nightmare.
                        - ill gatto a nove code/cat o'nine tails. esp. 2nd track called '1970' = atonal bass, eerie female voice and the eerie sound of a chair
Kronos Quartet - 'Doom, a sigh' from their Black Angels album. I think all trax on the album are really eerie, but this one in particular. The first time I heard it, it almost gave me a heartattack! This is the most eerie piece I know.
 
yours,
Kris Visser