Certainly the scariest art exhibit I've ever seen was Alfred Kubin's at Neue Galerie. His already graphically horrifying pictures were set off by low lighting, dark walls, velvet curtains, and a quiet clock ticking ever so gently in the background. I was palpitating and nauseus within a half hour.
Obviously effective because I haven't forgot it. One in particular, 'Solitude,' was a favorite, but I can't seem to find it.
Although his drawings were morbid and macabre, expressing the terrible turn of events that happened to him as a young man, he lived a relatively happy life and had a successful marriage into his golden years. Shows the power of art therapy.