Peter Ackroyd's The Trial of Elizabeth Cree (Doubleday, 1995) will definitely rank among the creepiest books I've read this year; it's a remarkably gruesome novel, in which Ackroyd uses his expert style to tweak the pacing and perspective of the story, manipulating the reader's expectations until the very last possible moment.
Ackroyd's awfully good at building a world, in this case the gritty, take-no-prisoners slums of 1880s London, with its gin-guzzling prostitutes and rowdy music-hall entertainments. And as he tends to do, the author has inserted various historical figures into the action - Karl Marx nearly finds himself a victim of Ackroyd's vicious murderer, entertainer Dan Leno plays a key role; there's even a cameo appearance of the (as-yet-unborn) Charlie Chaplin!
By interspersing chapters of trial transcripts, diary fragments, and straight narration (from several different narrators, with varying levels of credibility), Ackroyd keeps the novel moving very quickly, while providing significant background material and subtle clues (although unless you're paying much more attention than I was, these are easy to miss on the first pass).
An engaging read: if you liked The Alienist, The Interpretation of Murder, or Clare Clark's novels, give this a try.