Nightmare on Elm Street for the NES. It's a pretty generic 8 bit platformer otherwise, but that soundtrack makes late night sessions fairly spooky. It's rocking, haunting, and it's permanently lodged in my brain. Ignore what the angry video game nerd said. This game really was fun to play, mostly because of the music.
http://www.youtube.com/watch?v=3uayoTM_vwc