Fridge Horror: Listeners who aren't familiar with Illinois history and/or don't pay close enough attention to the lyrics may have this kind of reaction when they realize that "John Wayne Gacy, Jr." is a song about a serial killer.
Ho Yay: Many songs could be interpreted this way. Some, however, are right out: "The Predatory Wasp of the Palisades" is frequently cited as an example, but Sufjan has been pretty upfront about the real meaning and it has nothing to do with romance.