Appalachian music is an interest of mine, and I know lots of songs where people die in various ways. These are not especially scary in themselves, but just some examples of the sorts of things that happen to people in harmless little folk songs:
They pine away:
“Today you may mourn the death of my lover/Tomorrow you will mourn mine” – Earl Colvin
Or do away with themselves:
“I wish I was on yonders hill/Where I met my love often/I’ll stab myself with a silver blade/Beside my true love’s coffin” – The Death of Geordie
Or, in the subgenre known as incest ballads, they have (very) loving brothers:
“I have a baby in my side/All caused by my brother and I” – Lizie May
Who kill them:
“He’s took out his long penknife/And murdered her one, two and three.” – Lizie May
They are done in by their mothers:
“I laid my son in a tiny box/And sent him off to sea/Where he may sink or he may swim/But he’ll never come back to me” – Mary Hamilton
Who hang for it:
“They carried her into Glesca town/The gallows for to see” – Mary Hamilton
They get killed by their boyfriends:
“He took her to the water’s edge/And watched her as she floated down.” – Omie Wise
Who are sometimes very bad choices:
“He sank the ship in a great flame flash/And took her off to hell” – The Demon Lover
Or they are killed in revenge, as in the most gruesome and horrible of all the murder ballads:
“There was blood in the kitchen/Blood in the hall/Blood in the nursert/And blood over all” – Lambkin
Catrandom, admittedly indulging herself