To say that YouTube has a lot of content would be a massive understatement. While its easy enough to find things like Creepypasta readings, horror game walkthroughs, and trailers for upcoming games and movies, with a little digging you can find some truly creepy videos. Here are a few of my favorites that I've stumbled across. Keep in mind that for all but one, I don't know where it's from/what the context is.
First is a supposed Japanese news cast. The reporter talks about an abandoned hospital that is a popular spot for spirit photography, and is then told that she has to explore. Things kind of go downhill from there.
Next is-- okay, I'll be honest. I have no idea what this is. It is pretty unsettling, however.
This next one is ( I believe) an amateur-made clip, although the title claims that it's real. It's done incredibly well, and brings to mind the works of Junji Ito.
Finally, a short movie called There Are Monsters. It never really explains things, but it doesn't really need to- the mystery adds to the film. Bit of a warning: there are a handful of mild jump-scares.
There's a lot more to find online. Just be warned: you'll probably end up on the weird side of YouTube.