This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / A Witch's Tale
The Demon's Mouth Inn is alive, and swallows Liddell to restore her health. It warns her that it might accidentally digest her.
Some of the monsters include a pair of lips attached to a perfume bottle, floating masks, grinning cats, maids with horns and sharp axes, and fleshy marshmallow blobs.
The regular battle music includes howls and screams.
Some of the items can be this, such as drinking Poison to recover MP.
Defeated monsters are crushed into bits, even if they're living creatures.
The Grim Reaper is a Bonus Boss who appears in random, preset treasure chests and whose stats scale to your stats. His attacks include messages like "Liddell is about to descend into hell!" and failing to defeat him quickly will result in instant death for the party.
Death is sharpening his scythe...
Every kingdom has a horrific backstory.
Rem Sacchras was created by Queen Alice to make a seventh kingdom in order to complete the seal on the Eld Witch. But the land was ruled by evil, and to appease the evil being, she chose to sacrifice the younger twin princess from Rem Boreas, and the younger sister's bitterness towards being sacrificed manifested in poison.
The Eld Witch's second daughter wreaked havoc on Rem Boreas, killing the Ice Queen's two daughters in the process. Rem Boraes froze over completely as a result.
The Eld Witch ruined Florin, which was then occupied by the Winged. She killed all of the peaceful Winged and burned their wings off, and Rapunzel's diary describes the pain she felt when it happened.
Oceria was a surface kingdom, but got submerged when the Eld Witch's third daughter grew jealous of its magic.
In Al'Sahra, the Eld Witch's daughters cursed the land to burn forever. Princess Shahrazad was killed the day after she was crowned, and Lyra is tormented with nightmares of what happened.
Artis fought in the war without magic at all, using machines. They were all turned into scrap, including Dorothy's dear friends.
Most things about the Cheshire Cat, as he's decidedly unfriendly and has a very creepy air to him.
The Cheshire Cat teleporting Liddell underwater via a giant picture of his face, which turns the screen black and shakes it around. Both Liddell and Loue are frightened at first.
The Cat's rant in the ocean world about Liddell needing air to breathe can be pretty unnerving.
Cat: What do all humans need to live?
Liddell: Don't know, don't care.
Cat: *hisses* Ugh. Air, you stupid child!
The music for the Maze Forest, Slumberland Invitation, is quietly unsettling and makes you feel you're being watched. It also has creepy, quiet sounds in the background.
At the end of the first playthrough, the Eld Witch stabs Queen Alice through the back, killing her.
The first playthrough's ending, where Loue and the inhabitants of Wonderland demand Liddell become their new queen and seem poised to tear her apart when she refuses.
The optional fight with Loue. It's particularly frightening since without warning, he doesn't seem to have a problem with tearing Liddell into little pieces.
Alice killed the Eld Witch's daughters and denied them reincarnation rights. In the New Game+ you can fight their hateful shadows.
Just getting into most regular battles wherein a black portal appears beneath Liddell and she's engulfed by a black wave that drags her inside!
Liddell herself when she casts Halloween in the New Game+.
The English translation of the ending song shows that it becomes more sinister as it goes on, much like the game itself.