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Nightmare Fuel: Abadox
This game is downright gruesome and horrifying, especially for an NES game. The main antagonist is a planet eating Eldritch Abomination that you must go inside in order to rescue a princess. Along the way, you must fight a variety of horrifying creatures. The first stage alone pits you against a giant skinless hellhound and a face that stretches its eyeballs at you by its optic nerves. The worst of these is the Cilia Monster; when you encounter it, the music is replaced by heartbeats.