This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Black Company
The Taken, near immortal wizards with godlike power who unsettle even the hardest of soldiers. Cue the protagonist's Oh Crap! moment when he realizes which army his mercenary company signed up with.
The Taken are bound to serve the Lady/Dominator. To do this, it takes a rather disturbing ritual that's so bad one observer can't remember most of it because his mind blocked it out. The only thing he remembers is what seem to be demons raping the soon to be Taken.
The second half of the series features living shadows that are tortured remnants of a long extinct race who hate all that is living and given the chance will suck the soul out of your body. Even when the Company becomes fairly experienced at killing them, the terror never quite wears off. "Becoming experienced" at killing shadows doesn't mean it ever stops being dangerous, it just means you've been lucky enough to have the right weapons.
A death cult that believes that killing releases your soul to a higher plane of existence. They use strangling scarves exclusively to kill their victims. Their main goal is to wake up a goddess who ate other gods.
Made even more terrifying when one realizes the Deceivers are based on the Thuggee cult, which still existed in India at least as recently as the 19th century.
At one point most of the the black company is trapped in pillars of ice. Murgen manages to escape mentally, in a spirit form, from this fate but slowly begins to forget who he is.
The very first book opens with a monster called a forvalaka getting loose in the city of Beryl, whose leader employs the Company as an elite guard. It's a powerful, nigh-invulnerable were-jaguar that's also the closest thing the world has to a vampire, and the only survivor of a large group of them sealed centuries ago in a great tomb. It survived by feeding on its kin. What it gets up to once it's loose is pretty much what you'd think. Little wonder that later on at least one of the Taken and his apprentice enjoys taking on the form of a forvalaka when he wants to fight up close and personal.