The video for "Insanity" (although the song was dramatically shortened and censored for it), complete with terrifying dolls, and Mr. Elfman in a straight-jacket. The song itself, as well.
Lyrics-wise, “Controller”, “No One Lives Forever”, “Pictures of You”, and many more.
"Islands" is definitely one of their creepier-sounding songs, with frenetic, moan-like singing and fast-paced background music.
And then there's "I'm Afraid", arguably as creepy as "Insanity".
Also the rarely-heard "Clowns of Death," which is about Nazis.
"Your sons and daughters, innocent, lay sleeping in their beds/They'll catch them when you're not around and smash their little heads"
"I-I-I-I love little girls, they make me feel so good!"
"When he stole the car, nobody dreamed that he would try to take it so far. He didn't mean to hit the poor man, who had to go and die...."
"His teachers didn't understand; they kicked him out of school at a tender early age just because he didn't wanna learn things, had other interests... HE LIKED TO BURN THINGS.
The song "Just Another Day" is nothing but Paranoia Fuel.
"Let's have a party; there's a full moon in the sky. It's the hour of the wolf, and I don't want to die. But no one beats him at his game for very long, but just the same, who cares? There's no place safe to hide - nowhere to run, no time to cry. So celebrate while you still can, 'cause any second it may end...."
Animals came from miles around/So tired of walking so close to the ground/They needed a change, that's what they said/Life is better walking on two legs.