The problem with trying to narrow down "creepy" things is that you have to take them out of context. When developers create anything creepy they do a lot of work to create an entire atmosphere and pulling say... music away from everything else in a game that were created to be in harmony(graphics, ambiance, design) can ruin everything that actually made the song creepy in the first place. Not to mention many horror games rely more on ambiance/well-placed silence to creep a player out rather than music.
That's not to say a song can't be creepy on it's own, just sayin' that unless you played the games and experienced it in its entirely most of the feeling will probably be lost on you.