When something really upsets or worries you, you can describe it as disquieting. The very best horror movies are supposed to be disquieting.
Scary TV shows and books are disquieting, and even the local news or a documentary can be a bit disquieting, making you feel uncomfortable or rattled. In other words, they upset you with disturbing ideas, images, or subjects. You could also describe disquieting things as unsettling or distressing. The Latin roots are dis, "not," and quies, "peace."