My two favorite essays of Freud's are "Creative Writers and Daydreaming" and "The Uncanny." The latter essay is packed with interesting thoughts and examples, but I will limit the scope of what Freud terms the uncanny to encompass that which at once repels and attracts us. In some cases, repels may be too strong a word, but I mean repel in the sense of a negative psychological response. The uncanny, therefore, is that which arouses fear/suspicion and intrigue. It's a feeling perhaps best attributed to fans of horror: the paradox of enjoying the state of being frightened. And Henry James's novel, The Turn of the Screw (1898),--itself a terrific psychological horror novel from the classic canon--is a perfect subject for Freud's theoretical uncanny.
In grad school I criticized The Turn of the Screw using Freud's theory of the uncanny--not to say that I am the only one who has done this by any means. The debate over whether the "entities" in James's novel are real or not is as pervasive in the literary community as Achebe's war on the racism of Joseph Conrad. The book is more of a novella, and it's a good read whether you're reading it for leisure or "for serious". (Some consider it James's most accessible work, so it's a good entry point to his oeuvre.) There is definitely validity to the argument that the "ghosts" appear as a result of the protagonist's sexual repression, but, of course, this limits the work to a predominantly psychoanalytical reading. It is ripe for much wider inspection. The point in the context of my post is that James's novel is a perfect example of the uncanny. We, the audience, and the protagonist, experience exactly what Freud describes: something that frightens and entices us.
In visual art, a couple of paintings come to mind. In this sense I am associating the uncanny with aesthetics. That is, the uncanny is exemplified in these two pieces insofar as the pieces are beautifully done works that portray dark content. The first painting is, as you can clearly see, an execution of the Lady Jane Grey, who was executed on account of high treason in London. But the work positively attracts the eye in its rich use of color, shading, and lighting. Notice how the lighting obscures some of the figures in the background, giving a sense of foreboding--yet it is undeniable that the painting is nicely done and attractive, despite its content.
The Execution of Lady Jane Grey, Paul Delaroche, 1833, oil on canvas
And again with Munch's work (below). Most are familiar with Munch's popular piece The Scream. In Evening on Karl Johan (a street in Oslo), the eye is attracted to the nightmarish illustration. Here, unlike Delaroche's painting, reality has been skewed into surreality. At first glance we ascertain that this is a simple street scene, but then the eye registers the skeletal faces, and, ultimately, the lone shadowy figure who walks against the grain. It is both familiar and unfamiliar.
Evening on Karl Johan, Edvard Munch, 1892, oil on canvas
Let's turn to classical music. The following three pieces share properties of Freud's uncanny in that the music is both beautiful and hauntingly mysterious. It evokes a fascination with something darker, something unknown. It is only necessary to listen to the first minute of each piece to understand what I'm saying. Note: You will need to crank your volume in order to hear all of the low subtleties.
Schubert's "Unfinished" 8th symphony
Debussy's "La Soirée Dans Grenade"
Tchaikovsky's "Pathétique" 6th symphony
Again, I am limiting Freud's complete theory of the uncanny, so if you're interested please do yourself a favor and give it a read. It's an interesting theory that gives us a way of observing and discussing our fascination with the macabre in the arts. I really appreciate the efforts of psychoanalysis applied to the arts (i.e. psychoanalytic literary theory) because it makes sense: art is produced by and concerned with people, thus it follows that the same theories we apply to analyze people--whether mentally ill or struggling through a hard time--are applicable to the arts. On the other hand, I do acknowledge that some of what psychoanalysis gives us tends to be either too far-fetched (i.e. theoretical; not validated through experimentation) or too concerned with sexuality; but the efforts of the field cannot be denied their overwhelming plausibility most of the time.
In terms of, specifically, psychoanalytic literary theory, there's no better Freudian out there than Norman Holland. His books Literature and the Brain and 5 Readers Reading are among the best in literary criticism, and his "handbook" for Literature-and-Psychology is an indispensable resource. If you find that the sources (Freud, Lacan, etc.) prove too "out there," give Holland a try. He has done extensive research and studies, especially in the realm of literary interpretation, and has an uncanny ability to break the wealth of psychoanalytical theories into palatable arguments.
The next time you find yourself disgusted but unable to look away, consider it a brush with the uncanny!
[*] Including footnotes to this post is an homage to the late David Foster Wallace.
 "For serious" is intended to pay homage to Chuck Palahnuik.
 Some people say that Stanley Kubrick stole this motif from Debussy for several musical scores, including The Shining and Eyes Wide Shut, both of which could be included in the discussion of the uncanny.
 Macabre is probably too strong a word, as is horrifying, terrifying, frightening, etc. But, by this point, you get what I'm saying. Feel free to use "not happy" as a substitute for just about every other adjective I've used in association with the uncanny.
 "...[O]verwhelming plausibility most of the time" is a great example of being critically correct.
 I couldn't resist.