Its rare that a song creeps me out in a video game though Silent Hill has quite a few unnerving tracks. I guess the closest I get is this track from Vagrant Story.
YouTube - Vagrant Story Music - Undercity
It plays whenever you got into the catacombs and undercity beneath Lea Monde. Its kinda of creepy on its own but its missing the two most unsettling things... One is that you always here a church bell ringing from the distance whenever you enter the Undercity; and two, there are these creatures called Quicksilvers which are marionettes/China Dolls that are possessed by the souls of children killed in war or by famine. The giggle and laugh when they strike...