Michael Jackson / Nightmare Fuel

And no one's gonna save you from the beast about to strike....

The King Of Pop has managed to tell you some horror stories through his iconic songs.

Songs:

The Title Track opens with very creepy, insane-sounding laughter. It should come as no surprise that Rod Temperton, who would later write "Thriller", also wrote this track.

Even without the music video, "Thriller" uses rather frightening imagery, all ending with a cackling Evil Laugh by Vincent Price.
"Billie Jean", where the protagonist is haunted by a Stalker with a Crush. Made worse by the fact that there actually was a Loony Fan who claimed that Jackson was the father of "one of her twins".
She showed a photo
My baby cried
His eyes were like mine

Taken on its own, "Smooth Criminal" is a fairly chilling song about a woman being attacked during a home invasion. The chorus repeats, "Annie, are you okay? Won't you tell us that you're okay?" and the line, "it was her/your doom," repeats throughout the song as well, suggesting that she was either killed or left for dead by the intruder.

"Dangerous", where the protagonist feels threatened by a girl.
The girl was bad, the girl was dangerous

"Stranger In Moscow". A haunting ballad about feeling sad and lonely. Made more unnerving by the fact that Jackson talks about "KGB stalking me" and the song ending with creepy whispering in Russian, supposedly of a de facto Russian agent spying on him.

Blood on the Dance Floor: History in the Mix

"Morphine." It describes a patient being lured into an addiction to demerol by his doctor. Sounds familiar?

Xscape

"Do You Know Where Your Children Are?". The title is freaky enough, but then there's the story that the song tells about a young girl who runs away from home because her stepfather is sexually abusing her and she runs off to Hollywood to become a star. Then she meets a man at the station, who tells her that if she "just lets down her hair", he'll show her some money. The song then ends with her being arrested by the police, because she has become a prostitute, even though she's only 12 years old.

The infamous music video of "Thriller", a homage to 1950's horror films, which features Jackson transforming into both a werecat and a zombie (the former onscreen and quite detailed, what with the video being directed by John Landis), and ends with him turning to face the camera with yellow cat eyes and a Slasher Smile in the final scene.
The music video of "Leave Me Alone" is so surreal that it can be frightening for very young children who don't know what's going on.
The "panther dance" epilogue of "Black or White". Emotionally powerful and set in a dreary, frightening back alley at night. Jackson dances in his typical angry fashion, but also smashes up windows and a car. Reminder: all this black panther (The Black Panther movement?) imagery and vandalism comes right after a song with a pacifist, anti-racism message. Most viewers had no clue what all this was about. After it initially aired and complaints rolled in from families, Jackson allowed the segment to be dropped — not hard to do, since the actual song was over by that point.^note A re-edit of the full-length version has random racist graffiti added, via CGI, to the items he smashes up.
The music video to "Ghosts" has Michael peel off his own skin and change into a dancing skeleton!