A Certain Magical Index/Nightmare Fuel

• Index's Heroic Safe Mode in the first arc, what with the Creepy Monotone and the general "something's freaking wrong with her" atmosphere.
• Exclusive to the light novels: Aureolus Izzard made a copy of himself that had his memories and thought it was him. It goes crazy when it figures out the truth, and has the power to turn anything it hits with its dart into molten gold, even people.
• Don't piss off a Reality Warper or he'll suspend you in the air and instantly remove all of the skin from your body. Complete with three close-ups: an arm, the beating heart, and the staring "face". Much worse in the novels, where the character's innards in mentioned scene explode across the room after WITH BLOOD VESSELS AND ORGANS STILL INTACT AND CONNECTED WITH EACH OTHER. Despite this, the person happens to be still alive. And let's not get into any of the sequences that include the clone of said Reality Warper, (thankfully) edited out of the anime adaption.
• Touma getting his right hand cut off, and then just laughing insanely while bleeding everywhere.
• Accelerator. Pretty much anything he does while in violent mode, including brutally killing 10,000 teenage girls, chewing on at least one of those girls fingers, execucting a team sent after him in the most traumatizing and Mind Rape -y ways possible. And then you factor in his Powers which make him more or less invincible. Unless you are stronger than a nuke or happen to have an ability that trumps his and he can't adapt to (so far, only Touma), he is essentially unkillable.
• The Tomato in the Mirror scene where Hyouka Kazakiri's head breaks open.
• The Agnese Forces sticking pens into their own ears and bursting their eardrums all to just stop the main effect of Index's current spell. The casual ease with which they did it really reinforces the fanatic feel of the forces and makes the danger far more real when not even basic survival instinct can stop them.
• When Sister Lucia uses her "carriage wheel shrapnel attack" on Touma. The shrapnel embeds into Touma's arm, then rips itself out!
• What happened to Awaki when she messed up her calculations and found part of her leg stuck in a wall. When she pulled her leg out, she also removed the leg's skin and muscle.
• Particularly during the time when Vento attacks Academy City and Aleister sends Hound Dog to retrieve Last Order.
• Shizuri Mugino after she Came Back Wrong. She gains Glowing Eyes of Doom and her already freakishly crazy personality makes matters even worse. She even threatens to burn off Rikou's virginity!
• What happened to Misaka WORST, being cut open.
• New Testament 2: When Radiosonde Castle is finally brought down, it contians a message for Touma. This ordinarily wouldn't be anything new, but the tone it set indicates that GREMLIN blame him for what they lost in WWIII and It's Personal. The message, written messily in red spray paint: Welcome home, hero. It's worse if you consider that they destroyed mountains and rivers to track him down by rearranging the planet's leylines and nearly caused an Ice Age that would destroy humanity. And they did it casually just to track him. God's Right Seat wasn't that bad compared to them.
• New Testament 3: Cendrillon, using magic based on "Cinderella", can remotely mutilate the feet of anyone who has feet of a different size than hers. Worse, Accelerator suspects that even he couldn't block the spell, if it acts without using vectors.
• The various forms of Body Horror GREMLIN inflicts on failed or outlived henchmen.
• Marian Slingeneyer's human modification magic and how she uses it.
• New Testament Volume 6:
  • Fraulein Kreutune grows a monstrously-large mouth and is driven to eat Last Order's brain. Even though she doesn't want to, her biological drives force her to pursue this goal no matter what.
  • Teitoku returns, having gained the ability to make his entire body from Dark Matter. This allows him to create an endless number of clones, each one just as powerful as him.
• New Testament Volume 7: The villains use several insect-themed weapons. They have darts tipped with extremely high concentrations of formic acid (a major ingredient in bee venom), which causes the victim to swell up to the point they can't breathe. Even more disturbing is the swarm of literally omnivorous roaches. These have been altered by damaging their brains with radiation, making them willing to eat anything. It's almost impossible to escape them, as they can eat through most obstacles and fit through tiny gaps. They're meant as this in-universe as well, being intended to scare espers so they can't use their powers.
• New Testament Volume 8: The ending. Ollerus and Fiamma of the Right try to weaken Othinus with the Fairy spell, only for her to reveal that she could also use this to become a full Magic God. She easily disposes of them. When Touma and co. arrive, only Touma is able to confront Othinus - it's unclear what happens to his allies, which only makes it more frightening. Othinus then reveals that she can create Gungnir herself, and does so... by pulling it out of her own eye! Finally, having attained her full power, she declares that she'll simply destroy the world. The accompanying illustration is simply a black page.
• New Testament Volume 9:
  • The various hells that Touma is subjected to. Being hated by everyone else, to the point that your own parents denounce you on international television. Having your entire identity stolen by someone else, with none of your friends recognising you. Being buried alive and slowly decomposing, while remaining conscious. Being adrift in space, helpless and alone. Or simply getting crushed by an overwhelming force, with no hope of resisting.
  • The "Omega World" deserves a paragraph all to itself. An entirely perfect world, where everyone is happy, in defiance of all logic and reason. Everyone except Touma himself, who isn't remembered by anyone. Othinus claims that this world will only last if Touma kills himself. And yet he can't bring himself to fight against it - and who would?
• New Testament Volume 11: Seria finds a Strobila implanted in Misaki - a long, thin device reaching from her neck all the way to her heart. It could have been influencing her mind... and they have no idea how long it's been in her.
• New Testament Volume 12: Pretty much everything about St Germain. Their carbon-manipulation magic lets them open up holes in people in the way of their attacks, and close them afterwards with no ill effects. It can also create plant-animal hybrid monsters that each contain smaller monsters like a Matryoshka doll. And its true nature is a collective identity, which assimilates new members by infecting them with a virus. Most of the members in the volume are espers, meaning that they're injured every time they're forced to use magic.
• New Testament Volume 13: World Rejector, another counterpart to Imagine Breaker. It sends anyone with conflicting desires to their ideal world. It's all the more disturbing because they're in a state of complete bliss as they're being banished. Even Magic Gods aren't immune.
• New Testament Volume 14: The two strange monsters which drive the conflict of the volume, both of whom look like human-sized Eldritch Abominations. Sample Shoggoth is a parasite which has infected Patricia Birdway, looking like an amorphous black mass. It has replaced her fat and taken over its functions to ensure that it can't be removed without killing her. It frequently writhes around under her skin, and lashes out defensively if people try to remove it. The other one is Leivinia Birdway, using dangerous magic in an attempt to cure her sister of the parasite. She's growing an additional organ inside her chest, putting pressure on her other organs and in all likelihood killing her when it reaches full size. Leivinia plans on feeding the organ to her sister to remove the parasite and replace the lost fat - but since Patricia has no knowledge of magic, she only sees it as something grotesque that will eventually kill Leivinia. Leivinia has also covered herself in an animal skin dress, resembling a rotten red carpet, to support the organ's growth.
• New Testament Volume 15: Yuiitsu has essentially turned herself into a Humanoid Abomination, becoming one of the series' most deadly villains. She managed to disguise herself as Asuka using the FIVE_OVER Outsider, completely fooling Touma and the entire Kamisato Faction. She altered the St Germain virus and gained control over it, rather than being subsumed by the collective identity. As a result, she now knows how to use magic. She even made use of Sample Shoggoth, giving her a Healing Factor that lets her survive a shot from the Anti-Art Attachment. By combining the parasite with the St Germain virus, she's able to steal World Rejector. Finally, she pretends that severing the hand containing World Rejector allows her to summon the banished Magic Gods (actually fakes made from Sample Shoggoth). This is Nightmare Fuel in-universe, to anyone who knows the power of a Magic God and/or knows what happens when Imagine Breaker is severed.