There where dungeons in Oblivion though that at some of their rooms or halls you couldn't see anything if you didn't had a torch or a spell.
I think that regarding graphic representation the darkness is enough to make dungeons creepy.
What Bethesda could do to make the dungeons more fearsome is to add creepy ambient sounds.
Now regarding the nights on the field I think it would be good if there where some places of the map that will make you fear when you pass from them,but not all places have to be this way.
For example they could make the things darker during night but then there should be torches at least across the main roads,so someone who wants to travel from one big town to another doesn't have to freak out.It would also make sense if there where torches placed across roads the same way we put electricity lights across our roads today.
But darkening everything is only one factor to make things more fearsome.Clever use of specific ambient sounds could add A LOT to fear immersion! :hubbahubba: