Nightmare Fuel / Call of Duty 2

• There's the first mission in Toujane, "Outnumbered and Outgunned". Without any warning whatsoever even from the usually trusty loading screen, you find yourself getting orders shouted at you by a desperate Captain Price to help Hold the Line against a German counterattack with the nearby machine gun. Soon after you start, a scout car comes and blows it to pieces, and the only course of action left is to steal said scout car to cut through the swath of Nazis and meet up with the rest of your own forces. Meanwhile, the radio blurts out several transmissions from panicky British soldiers under heavy attack and taking casualties, right before they're cut off for one reason or another, be it an artillery strike or the operator's building being invaded^* "THEY'RE INSIDE! THEY'RE INSIDE THE MOSQUE!". Even after Davis, Price and MacGregor rendezvous with a few allies, your orders are to keep on moving to the evacuation point while they hold the Germans off... and then there's smoke from their position, which means that they were overrun soon after you left them behind. MacGregor insists on going back to help, but Price only says it's a lost cause and urges you forward. Really, you're only safe after the end-of-level Fade to Black. The voice acting for this level (complete with more voice cracks than the rest of the whole game), the exclusively reactive actions you take as opposed to the predominantly proactive ones from previous missions (there is barely a defense segment, and after it all there is is legging it away from the city), and the ease of getting overwhelmed and shot to death if you dawdle create a very tense atmosphere that makes it quite explicitly clear that you do NOT have the initiative at ANY moment of the level. On a grander scale than a soldier-to-soldier conflict, it's a good example of Controllable Helplessness, and a showcase that in war things don't always go the good guys' way. At times The Cavalry isn't there to help the struggling defenders, and even a typical FPS hero can't pull off a fantastic and decisive move that throws the attacking enemy down on its ass. At times the only choice you have is turn back and sprint off to safety with your tail between your legs and hope that you live long enough to fight another day.
• "Assault on Matmata", especially the beginning portion, is quite nerve-wracking. The British convoy you're part of is suddenly ambushed by the Afrika Korps, who then promptly massacre all but a handful of British including yourself. Once you're inside the town proper, you find out the hard way that the Germans have turned the place into a deathtrap, with several machine-gun nests and ambushes as you and your squad make your way through. And if that wasn't enough, you and the other British forces are also constantly being harassed by the Luftwaffe, who keep sending dive-bombers to strafe and bomb your positions.
• The Stalingrad sections. Dear God, the Stalingrad sections. Scenery Gorn, Winter Warfare, and Snow Means Death are pretty much a constant here, and the first few levels have the Germans on the offensive, with Soviet forces few and far between and mostly composed of ragtag squads including your own. Sure, the tide does turn in the later levels, but the aforementioned tropes are still present throughout. Plus, the destroyed sections of the city are a pretty depressing and scary sight to see overall.