One thing you could try would be to have a frosted window and see the silhouettes of zombies/decapitated people shambling around. Maybe showing someone decapitating another person, then moving toward the window. Coupled w/ sound effects (like screams and moans, etc…), this could be pretty creepy/scary.
Many people have previously posted on the visual and aural aspects of creating creepiness, but don’t forget about the storyline. You can gradually weave it into the player’s journey. For example, perhaps the player discovers diary entries as they go, chronicling the writer’s descent into madness or evidence of horrible things that they have done. Maybe the player encounters NPC’s who relay their experiences with the ‘big bad things’ in the environment, or who themselves are deranged and present the player with cryptic and ‘freaky’ dialogue.
As has already been mentioned, creepiness is often created through the inferred and unseen. A good supporting story & storytelling method can aid this, particularly in a 2d environment where it may be harder to immerse the player into the creepy atmosphere by visuals alone.
(Just realised this thread is a bit old… oh well!).
One example of something I find strangely creepy is the Man with a Box on His Head you meet early on Lone Survivor.
Unexpected (and unexplained) things that feel wrong somehow have a massive creep factor. And achieving them is as simple as taking a mundane object or situation, and slightly altering it to be wrong.
This concept can be realized in many ways: Storytelling, Graphics, Audio, or even game mechanics.