Acker Bilk's Stranger on the Shore and Mark Knopfler's Going Home from the movie Local Hero would be my two standouts in hauntingness. Surprising for a dyed in the wool folkie like me, so I won't sign this post to avoid embarrassment. That said, there are many, many tunes in the folk lexicon which would qualify, and I especially find some of Peter Bellamy's melodies featured in The Transports as haunting.