What the heck. It's the only part of the holiday I like.
Rob Zombie - "Demonoid Phenomenon"
(There's a better video over at YouTube, but it can't embed. Damnit)
Black Sabbath - "Black Sabbath"
Robert Johnson - "Hellhound On My Trail". If you aren't familiar with the legend of Robert Johnson, it's a great Halloween story. He met the Devil at a crossroads in Mississippi, and sold his soul to the devil for the ability to play the guitar. The song "Crossroads" tells the story.
UPDATE: There's nothing particularly scary about this one, except perhaps for how serious Manson seems to take himself. It is kind of scary, though, because this is what many right-wingers think of when they think of liberals. This is Marilyn Manson's "Irresponsible Hate Anthem", one of the best song titles ever.