A very dark example- Severian tells the story of a lieutenant of the guard who was dared to join the Torturer's Guild for a holiday feast. He was rumored to have been seated on a chair of heated iron or other outlandish tortures. Severian, however, claims that the guard was treated hospitably, which only freaked him out more, thinking that they were lulling him into a false sense of security. He eventually shot himself in the mouth.
Even if the guard wasn't hurt, Severian's description of the Guild's feasts is pretty scary. Decorations include a spiked torture wheel. Music includes the guild's hymn called the "Fearful Song" as well as music played on flutes made of bone or instruments designed to sound like screaming men. What makes this funny is that Severian doesn't realize that others might find it scary.