The entirety of the game as a whole, but especially the 11th Chapter - literally the final area. Falling from the platforms (though not lethal this time) and the cutscenes of traveling between portals just give you breath-stopping creeps.
Gabriel's murder of his own wife and Claudia under the influence of the Devil Mask counts too. Being mind-controlled to do something so horrific?
The mask of the Necromancer Lord is really creepy. Even worse, it is the brainwashing tool the Necromancer Lord Zobek used to force Gabriel to kill Marie and Claudia. And because the game hates you, the ending credits features a closeup of the damn thing the entire time.
Vampires in this game are quite terrifying. The Mook vampires are bestial savage monsters. The vampire lieutenants are vampirized demons from Hell and look the part. The "child" vampire Laura and her "toys". Of course, they all pale in comparison to Carmilla's true form. One of the scariest moments in the game occurs in the Vampires' castle. Vampires are pouring out of holes in the ground with no end in sight. Fortunately, there are a couple of big windows nearby and if the drapes are uncovered, sunlight will pour into the holes and keep the Vampires from escaping. All is right with the world. Then, after solving a puzzle later in the level, the sun sets. As night falls, Vampires start coming out in waves...
Carmilla in life planned to punish Friedrich Von Frankenstein for his attempts at play god. The fact she as the Vampire lord, had taken over his castle and you find several of his fingers severed, some incomplete, all in bottles throughout several places in the castle in the DLC levels makes it clear she made good on her promise. You never find a body nor can you find all his fingers nor the thumbs, just six random fingers and it's suggested that it was only one of the punishments she made him endure in journal entries.
