OK...: Yeasayer - "I Remember"
I expect Yeasayer videos to be weird, but this is a different type of weird. It features a biker going on what seems to be a soul-searching mission in the desert, with all type of strangeness ensuing.
Up close and personal: Deerhunter - "Helicopter"
Very simple video with lead singer Bradford Cox's face filmed up close with other videos faded over.
Chilling: PJ Harvey - "Let England Shake"
The creepiness of this video begins before the music even starts, with an old man reading the lyrics of song. Creepy images of an abandoned amusement park that still operates with no people seems simultaneously post-apocalyptic and haunted.
Cabin Fever: Bright Eyes - "Shell Games"
This video takes place primarily in a house from whose windows you can see shots of a wintry wonderland. The band plays the song and rearranges some furniture. They then set some stuff on fire. Oh, and there's a monkey on a typewriter...