East Hastings by GY!BE, but only because of the 28 Days Later associations. The Wraithmarsh theme from Fable is [censored] terrifying, too.
I never found East Hastings all that creepy, but the climix of that song is absolutely incredible.
I find a lot of stuff from Swans to have a very creepy vibe, but their live album, Public Castration is a Good Idea, takes the cake. Unfortunately, I can't find the best example on Youtube, but http://www.youtube.com/watch?v=krw03hVF1RQ gives a decent idea.