I once read an article about the effects of sub-audible-frequency sound on humans. From what I remember, it can cause instant and powerful reactions of fear and dread or impending doom, or a sense that there is an unseen dangerous presence with you.
Horror/drama movie directors know this, and use it to build suspense. Obviously high-quality sound systems are needed to reproduce sound that low, like in theaters.
Another position by the article was the idea that this might explain why certain places are believed to be haunted. Under the right conditions you could have a resonant frequency in a room or chamber that was sub-audible in frequency but with a large amplitude. It could be powered by wind passing by, or large equipment running nearby, etc.