In no particular order, here they are:
The Ocean at the end of the lane by Neil Gaiman
In The Ocean at the End of the Lane, a young boy befriends a girl named Lettie who isn't what she appears at first. The creep factor doesn't come from her, though, it's from the evil presence that is let loose in the world and then proceeds to go after the boy throughout the rest of the book. I won't spoil it in case you haven't read it, but there are lots of creepy things like terrifying Hunger Birds that stalk him along with a worm that takes a ride in to his dimension through a hole in his foot.
The creepiest part for me, however, was the end. When the boy, now and adult, returns to the house where Lettie lived but doesn't really understand why. When he goes inside, he sees that the older woman who lives there hasn't aged a day since he was a boy. He expresses his confusion and she tells him that he returns every few years or so because Lettie wants him to, but that once he leaves, he never has any memory of being there. This one thing—being compelled to do something then forgetting doing so—was incredibly creepy to me and I thought it was an amazing way to end a wonderful book.
Unbroken by Laura Hillenbrand
One of the POW camp guards named Watanabe, or "The Bird" as the POW's called him, seemed to derive sexual pleasure from beating the prisoners, and he took a particular interest in Louie Zamperini, the main hero in this book. Here's one passage that certainly gave me pause:
After one beating, as Watanabe left Louie's cell, Louie saw on his face a "soft languor.... It was an expression of sexual rapture."
You will have to read to book to find out if Louie ever makes it out of POW camp and if Watanabe gets what is coming to him.
Night Film by Marisah Pessel
First, there is the charm that is found in Ashely Cordova's apartment and the sticky, black blood that is all over the floor. Here's a description from this scene:
A brown stain covered the ceiling by the window, as i f something had been slaughtered on the roof and left to slowly bleed down in to the rafters.
The second creepiest moment for me was at the end when main character Scott McGrath crosses a bridge that had been hinted about earlier in the book and sees something very spooky at the end of it. That's all I will say, for fear of ruining the plot. You will have to read to find out more!
The 5th Wave by Rick Yancey
The creepiest part of The 5th Wave for me was when a group of "people" arrive to help Cassie, her father and their group, however, after loading the children of the group on to a bus, they proceed to execute everyone that is left and reveal themselves to be the alien invaders in human form.
The book's hero, Cassie, just barely escapes with her life, thanks to a silent signal from her father warning her of the attack. This one event starts a chain reaction and the rest of book racing alon g toward a dramatic finish.
The Handmaid's Tale by Margaret Atwood
In the book's setting of a future totalitarian, Christian society, children are rare and much of the population is sterile, so many women have been designated as "handmaids" who are kept as concubines for reproductive purposes by their masters.
If this doesn't sound creepy enough for you, there is plenty of description of a bizarre copulation ritual that will have your skin crawling, I promise.