The Erudito hacked version of all the Abstergo advertisements, which involve Erudito warning you of Abstergo's absolute control all over the world and how even the most innocent commercial can hide such dark secrets. It doesn't help that Erudito likes to put a Photoshop Filter of Evil on the videos. The other set of videos, the Developer Diaries, is slightly less creepy as Erudito likes to take jabs at it.
Angelus and its ad of a mother putting her baby down to sleep, sticking the product in question in behind its skin, and heading to bed, reassured that her child is fine - and the edited version shows little bug things crawling in through the baby's ear. Not to mention any creep factor by way of association with a certain Buffy villain...
The Boston and New York undergrounds can be unnerving, as it's just you and a lantern and darkness. That lantern is your only source of light, and, sure, there are torches you can light on the wall, but it doesn't really make it all that better.
And with the underground already feeling eerie, occasionally the underground passes under bars, full of indistinct chatter. When you first start hearing it, you might be expecting to run across ghosts.
And don't forget the randomly occurring ambient sounds! One in particular can best be described as metal-on-metal screeching that sounds vaguely like a human scream. What causes the random sounds? You never find out.
The Frontiersman mission about the headless horseman.
For further (spoiler) elaboration: So far, all the Frontiersman missions have been about debunking whatever tales Daniel Boone tells you, often finding explanations ranging from mundane to fantastic. Not so with the Headless Horseman. He's real. The Animus entry says that (in some unspecified way) you've confirmed that he's just a man, but the fact remains that this man is beheading people.
Some of the scenes with Charles Lee. Particularly when he threatens to snap Connors neck and kill his friends in Sequence 4. Something has certainly changed the man who helped Haytham free slaves. Plus his already eerily pale eyes look even paler and his expression becomes crazier as time goes on.
The showing of War in the Battle of Bunker Hill. Right at the get go you're treated to a Patriot soldier who gets his leg blown clear off by a cannon ball. Oh, and he's still alive and begging for help.
Connor, feeling blue after the events of the main game, wakes up in a living nightmare in The Tyranny of George Washington. A man he's respected has gone insane with power, he gets to watch his mother die again, his village torched to the ground again, everywhere he looks people are dead, enslaved, or dying, the 'blue coats' are constantly out for his blood, there are wolves EVERYWHERE, his tribal brothers are all hopped up on this insane drug from a giant red willow tree that he's never seen before, and despite his mother telling him NOT to do it, he's being ordered to take the drug as well. God knows what we're going to see in the next parts...I pray for Davenport.
Some of Washington's men attempt to burn a church full of innocent people in the alternate timeline. Luckily Connor and Ziio get them all out in time... until Washington's men start firing cannon balls into the village and kill most of the civilians anyways.
Psychotic, power-hungry Washington himself is quite terrifying.
The Frontier, full stop. There are bodies everywhere, of Redcoats and civilians and even horses. There are so many corpses, left on the road, strung up on trees and buildings, yet it is treated as a perfectly normal occurrence by basically every character. Almost every settlement you come across is completely deserted and reduced to ruins, save Valley Forge and a handful of caves/barns, where surviving civilians shelter. You thought Connor's empty village was bad post-game? Visit the burnt-out wreckage after encountering the King. There are Bluecoats literally everywhere, terrorising both surviving colonists and native americans alike. And let's not even get started on how many ravenous wolves are trying to eat you...
In the Betrayal, you have to fight Washington using your cool new powers, in a weird Animus-esque void. After the fight ends in a draw, you must escape by flying through the void, landing on platforms which slowly dissolve as giant projections of Washington and Ziio shout at you. It's unclear as to whether these are projections from the sceptre or Connor's mental health deteriorating due to the tea he's been ingesting.
At the end of the Redemption everything looks to be okay. Washington and Connor have fought off the Apple's illusions, Washington rejected the thing, and Connor is about to dump it in the ocean. Washington is working in his study when he notice a man there, he pitches Washington the idea of him being king. We assume that this man's a Templar. Washington, in a rather badass way, tell him no and to get out...only for him to look up and to see there's no one there. Implying that the Apple has left its mark anyway on the man's mind.
The entirety of the DLC is terrifying because of one, single unveiled fact: The Apples of Eden are, and always have been, sentient. They aren't just the extremely powerful tools they were thought to be, and it puts the actions and desires of everyone trying to obtain them into question.
The ending of the main game already revealed that the Apples have always been the tools that Juno used to manipulate people throughout history in her bid to free herself.