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Nightmare Fuel: Assassin's Creed II
Subject Sixteen's Sanity Slippage commentary at a few points in the Glyph puzzles. It ends with him declaring that he's unable to deal with all the pain he's lived through via the Animus - "The guillotine cuts my neck, the bullet hits my chest, the water fills my lungs..."
A couple of the videos Shaun makes for Ezio's targets:
Francesco de'Pazzi's ends with a shot of Giovanni Auditore after he's been hanged.
Vieri's isn't much better, as it ends with him serving a rival and his family a meal "to die for."
Silvio Barbarigo's mentions how his uncle apparently died in bed - and we see an image of two courtesans approaching him with knives, while Silvio watches from the doorway.
A few of the Glyph puzzles, if you think about it enough. The Templars have a longer reach than you know, and fingers in every pie.
"Hat Trick" - another "find the Apple" puzzle, except the "you're getting closer" is the sound of a heartbeat picking up speed. When you find it, it changes to a "patient is flatlining" beep.
"THEY BURNED JOAN ALIVE" - cue painting of Joan being burned at the stake, accompanied by horrifying scream.
Topsy, especially since this was something Edison actually did to ruin Tesla.
Minerva's warning about the First Disaster - especially after you've played Revelations.
The Poison Blade. It's victims begin feeling uneasy at first, but before long they start trashing on the ground and begging for help. No wonder Alta´r called poison a coward's tool!
Savonarola's execution in the Bonfire of the Vanities DLC. Sure, he kind of had it coming, considering what an asshole he was, but it is still really painful to watch and listen to. He is bound to a stake and a fire is started directly underneath his feet. Even Ezio thinks it is to gruesome a death for anyone to suffer and puts him out of his misery with a quick, albeit brutal, neck-stab. And for extra discomfort, if you fail to do this, you get to listen to Savonarola's frightened prayer turning into agonized screaming as he is cooked. Nice job there.
In the final Assassin's Tomb, you have to free run to hit a series of switches across a large underground lagoon...a lagoon that happens to house a very large and irritable giant squid that takes a swing at Ezio in a cutscene. Sure, nothing actually happens if you fall in the water, but just try and stop yourself from cringing when you do.