Might not be the original version of a theme, but Genocide versions of various songs in Undertale are quite terrifying. Especially Waterfall and the extremely slow version of Anticipation when Flowey starts being scared of you, among others.
But Nobody Came comes to mind. The first time you hear it is always creepiest because you don't have the kill counter yet, and it was playing more upbeat sounding music just before. It's the sound of "you done fucked up." Gets me every time.
Also, is it bad that I actually enjoy some of the Genocide Route songs (Snowy and CORE come to mind)?
Nope, I like CORE too. And i'd say Temmie Village is quite alright too. There are a few that I like with the speed set to 2x as well. That makes stuff like Another Medium sound like the regular version, but lower pitched.
Since the music from Super Paper Mario was mentioned, the one that came to mind was pretty much Donkey Kong Country 3 - Game Over. It's nothing compared to a horror game/movie or something, but a music that can give the chills (at least for me). The music combined with the Game Over screen in general. The light source only coming from outside of the door, Kiddy Kong looking sad/scared while Dixie Kong looks upset on the background, the last notes playing slower and suddenly...silence, as you would need to press a button to try again, whoever opened that door (maybe Wrinkly Kong?) closes that door, as Kiddy Kong and Dixie Kong are on that dark room, on a crib.
Hollow Knight's Abyss Ambience kinda sorta reminds me of "but nobody came." It's somehow even more intense when playing it on the TV. This may or may not have added to the creepiness but this was during a blind play-thru during lockdown.