Ico/Nightmare Fuel

• The shadow monsters. Good god, the shadow monsters. They come out of nowhere, swarm you incessantly, and try with mind-numbing determination to take Yorda away from you. A single hit knocks you on your arse, and Ico just lays there for a few seconds, gasping in pain. Meanwhile, the shadow monsters grab Yorda and begin dragging her away to the portal. And if they do, its over for the both of you.
  • The worst part of it is how damn smart they are. They come at you from multiple directions and dimensions, flying around to get a better shot or flattening to shadow to wait for an opening. They work together, smacking you in the back while you're focused on another target or blocking your way as you chase after Yorda. They use tactics, dragging Yorda to the farthest portal so you have to fight them all to get to her, or waiting until your back is turned to come at you. And they never, ever give up.
• You spend the entire game wondering just what these smokemen are. In your final encounter with them, they come flying out of the cells in the prison tower where the horned boys were left to die.
• Arguably, the creatures in the coffin room are different from the baddies in the rest of the game. They're smaller (compared to anything but the spiders), and perhaps the real nightmare fuel here, they don't attack at all but you have to kill them anyway.
• Put some more thought to it, and it gets worse. If you look very closely, the last few Shadows you have to "kill" look exactly like Ico, down to the cuffs on his wrists. Every time you kill one, a coffin lights up. Ico's coffin was lit up before he was put into it, and the lights went away when he was placed inside. Those last few Shadows are previously sacrificed horned boys, all of which suffered the same fate that Ico was supposed to (described below). While you can interpret that, since the coffins light up again, this means that the Shadows no longer have any connection to the coffins or the castle, and that it could mean that Ico is essentially (although unknowingly) freeing them. The nightmare fuel here is this: horned boys are born once every few generations. This means that there have been several decades between each sacrifice, and Ico was the last one out of a total of 40. Do the math, and you find out that most of those Shadows are the souls of those horned children, trapped in the castle and forced under whatever bidding the Queen had for them for entire centuries. Think about what they were doing when the Queen didn't need them. And before Ico arrived, the Queen never needed them.
• Ico's intended fate at the beginning of the game. He's not only condemned to a tomb, but also shackled. Alone and trapped in the dark, with only luck saving him from either suffocation or dehydration, whichever came first.
  • The walls of the tomb room are packed full of identical pods, indicating that Ico's intended fate isn't exactly unique.
• The Queen herself. Just the idea of someone commiting such horrible actions with no remorse is quite frankly terrifying.