The first two Dark Funeral CD's have an evil scary vibe to it, Secrets of The Black Arts and Vobiscum Satanas. In fact on one of the tracks on Secrets of the Black Arts one of those demon shrikes scared the hell out of me the first time I heard it.
i don't understand why anyone would consider xasthur scary. i consider scary stuff to be more like "an epiphanic vomiting of blood" by gnaw their tongues
I know I bring these guys up a lot but The Axis of Perdition has to be the most downright disturbing band I've ever heard. One of the few black metal bands that really bothers me.
Some others:
Spektr (more black ambient but still has a metal presense at times)
Blut Aus Nord (particularly Mort and The Work That Transforms Gods)
Slagmaur (not sure how to catagorize these guys but they definitely have some fucked up atmospheres)
\m/ 
