"Tokyo Trashville" is fun. Compilation of various Japanese bands, mostly guitar based but very diverse in sound. Scary to the Western ear. (Most famous is "Guitar Wolf".) Great sexy, skanky cover, too. A voluptuous dream woman -- with an ass and legs of the Robert Crumb variety -- humping the Tokyo Tower with great passion. Godzilla's got nothing on this man-hurtin' babe. Not so easy to find on Au-go-go Records, Melbourne. I know you'd be slumming, Redkiwi, but are you familiar with this label. It's Melbourne/Tokyo based. Started by Haku-gin on the Tokyo underground club circuit. Very good.
You want scary? You want dark? Johnny Dowd's "Wrong Side of Memphis" (Checkered Past Records). One review sums it up as "...dark, telegraphically visual songs that come off like a fusion of Johnny Cash and Lou Reed stepping out of the pages of a Charles Burns graphic novel...". Couldn't have said it better myself.
Lou Reed's "Berlin" is scary if you listen and think about the people described there. Actually had a neighbor call the police when I played a track with children screaming and crying (way too loud). I had just moved in a couple of days before -- humiliating to say the least.