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Nightmare Fuel: Arc the Lad
The basement of the pseudo-orphanage called the White House contains chairs equipped with huge rotating saws. From the same place, we learn that in order to keep its children (kidnapped at best witnesses of their families slaughter and people's genocide at worst) compliant, the people in charge of the facility force kids to take "control medicines" which pretty much end up wiping their memories (it takes Elc a decade to start remembering his past).
Elc being forced to kill Mariel under the playground where they played as children. Even worse is the Hope Spot where she breaks free from her mind control, only for a bomb wired inside her to detonate and kill her anyway.
The ending of the second game. After you defeat the Dark One, the camera shows all the towns that he destroyed, as well as the villagers' dead bodies.