Persona 3/Nightmare Fuel

• The random student who suddenly finds himself in the Dark Hour and gets attacked by the Shadows in one of the first cutscenes. Thanatos ripping the Magician to shreds is another (NF monster versus even worse NF monster!). And then there's the rattling chains of the Reaper as it stalks you through Tartarus...
• Not to mention the final boss of The Answer!
• The cutscene of a random man in the Dark Hour breathing heavily, accompanied by sounds of dripping . . . until we see that a shadow coming out of his EYE.
• Later when Nyx's true form is revealed and people who believed in the apocalyptic rumours that Takaya and Jin were spreading throughout Port Island randomly exploding into shadows in ecstasy!
• Minato's first summon. Right after Orpheus shows up, Thanatos claws his way out through Orpheus' skull. Made all the more horrifying if you consider that in the original myth, Orpheus' head was the only thing that remained after his body got ripped apart.
• The opening. You see Minato walking through the streets of Iwatodai, people talking...and then a girl (Yukari) attempting to commit suicide with her Evoker.
• The mere idea of summoning personas via, well, shooting yourself in the head. The Evokers may not be real guns, since they're supposed to unlock your subconscious to let you do the summon -- but it still involves pointing a weapon (or something that looks like one) to your head and pulling the trigger. No wonder Yukari was scared out of her mind, and Minato didn't exactly look too pleased when he did it either.