I don't know if there's so much scary music, but I know some sombre and spooky stuff, if that's the same thing...:
Type O Negative - Most of their stuff is sombre and spooky. Especially songs like "Be my druidess" (the the part where he sings "I'll do anything to make you cum"), "World coming down" (the song), "Black No. 1", "Bloody kisses (a death in the family)", "Wolf moon (including Zoanthropic paranoia)", "Creepy green light", "Suspended in dusk", "All Hallows eve", "Everything dies" (the ending riff), "White slavery" and so on. As I said I think most of their stuff has the same sombre mood.
Thorns' song "Underneath the univers" (both part one & two) is also pretty spooky!
I'm a big, big fan of John Barry. He's the composer of 11 James Bond soundtracks and aprox. 100 other film and tv-themes, so you probably know some of his work. His soundtrack to "The lion in winter" from 1968 is pretty spooky and is one of the only records besides Type O Negative that I've heard that is this spooky. Unlike his James Bond stuff or his later romantic work, this is very medieval sounding, as the movie takes place in 1183! He also won an Oscar for it and it is his best record IMO! His soundtrack to "The last valley" is kind of similar to "The lion in winter" and is also a little bit spooky!
Mozart's "Requiem" is also pretty spooky, but maybe more sad. The first song, simply called "Requiem", is superb IMO! Without a doubt the best classical song I've heard and the entire record is also the best classical record I've heard! I think you can find the LP cheap at second hand stores. I found my copy at a standard second hand store price (20 Kroner = $2.62061)
I would maybe say Hedningarna's "Ukkonen".
I can mp3 all of these songs for you, as I recently have been given a program to do so!