[[caption-width-right:350:[[GameOver "May you rest in peace,]] [[https://www.youtube.com/watch?v=Iq3VJEcXHns little lamb..."]]]]
''The Nightmare Fuel has appeared. It's the killer. Do not die.''
* People are dying in their sleep, and all of the victims are young men (one trailer shows the image of a man who lies in his bed as a desiccated, shriveled husk, his face locked in an expression of pure agony). Oh, and that ManicPixieDreamGirl Vincent/the player meets at the bar? [[spoiler:She's really a demon, sent to judge Vincent's worth]]. Choose to pursue a relationship with [[spoiler:her, and you [[GoodIsBoring forsake your humanity]] and [[AndThenJohnWasAZombie become a demon yourself]]]].
* ''Every boss in the game'' counts in one way or another. Makes sense, as they are [[spoiler:Vincent's fears and insecurities given physical form]].
* The first boss is Katherine's hands, the "Fist of Grudge", ([[GiantHandsOfDoom only enormous]], deformed, and holding a GIANT FORK with which to skewer Vincent with). Said hands will change Normal Blocks to Heavy Blocks (which Vincent has a harder time moving) with its strikes, all the while hearing a demonic voice screaming "''TAKE RESPONSIBILITY!!''" and "''YOU WON'T GET AWAY FROM ME!''"
* Any time [[spoiler:Katherine and Catherine]] nearly find out about each other. The suspense is ''unbearable.''
* The scene where Catherine and Katherine argue when they meet. Their shouting is so intense that even Vincent cringes and imagines screaming out loud!
* When Katherine [[spoiler:stabs Catherine in the stomach.]] The sheer ''horror'' in her eyes, and her screams... and all that blood... yikes! [[spoiler:It was AllJustADream, but still]].
* Late in the game, Vincent confronts [[spoiler:Boss about the Nightmares, giving him a good sock to the face. Boss' shades fall off, revealing that he has [[RedEyesTakeWarning creepy red eyes]] with HellishPupils in the shape of male and female symbols. Almost nonchalantly, Boss [[NotEvenHuman reveals himself as some kind of godlike creature]] called [[EldritchAbomination Dumuzid]]]].
* As you progress in the game, you'll notice that some of the Sheep-men have gone insane, becoming larger, wielding giant [[AnAxeToGrind axes]], and have red (most likely ''bloodstained'') wool. They are the men who have lost their lives in the Nightmare World, existing only to maim and kill other Sheep...''including you/Vincent''.
* If the player dies and chooses to return to the main menu (which they are forced to do if they have no [[OneUp Mystic Pillows]] left), just before they return, the player is treated to a ''lovely'' cutscene where Vincent's shriveled, desiccated corpse, face frozen in a look of utter horror, is shown in the real world.
* Heck, there's a minor nightmare fuel right before you even start a new game- one of the start screens is Vincent ''tied to the side of a tower with barbed wire, complete with blood'', calling out for Katherine, who lounges indifferently on top of the structure.
* The boss of the Torture Chamber, the Immoral Beast, counts all on its own. Just what the blue hell ''is'' it?! It's like some mish-mash of a butt and vagina with legs, eyes and a mouth! It's giant tongue is no help in this regard, and the whole while it chases you screaming things like "Please... give me more!" and "Let's have some fun...". Where's the BrainBleach when you need it?!
* The backstories of some of the bar patrons are pretty horrfying. Todd's father [[spoiler: attacked him with an axe]] and Archie [[spoiler: was [[ParentalIncest raped by his mother as a child]]]].
* Steve's Death. Holy shit, [[CruelAndUnusualDeath Steve's Death]]. After he and Vincent realize who each other are, Steve realizes the nature of the dream and shares it with Vincent. However, they spend too much time talking and Shadow of Vincent, the monster that had been chasing Vincent the entire level catches up to them, it's mask cracking off to reveal it's hideous almost zombie-like version of Vincent's face and Steve is too [[DeerInTheHeadlights paralyzed in fear to do anything]] but stare in horror as the monster picks him up, screaming for his life all the way, and [[EatenAlive drops him into it's mouth.]] The fact that you can hear Shadow of Vincent ''chewing'' for a few seconds before shifting it's attention to Vincent and ''smiling'' at him doesn't help matters at all.
* The first time Vincent is with Catherine is plenty nightmare inducing on it's own. [[DateRape He's taken home by a stranger while he was inebriated and emotionally vulnerable and wakes up naked and unable to remember what happened.]] The combination of his emotional state and Catherine's [[MsFanservice looks]] and [[HornyDevils nature]] means that he'd have a hard time talking to his friends or significant other about it even if he did recognize what happened to him for what it was. Men can get taken advantage of just like women, but can't get much help or understanding.
* As nerve-racking as Vincent's troubles can be, try imagining the other Stray Sheep's issues alongside his and you've ''definitely'' got a Terrible, Horrible, No-Good, Very Bad Week drawn up in your head, as they turn out to be [[spoiler: tormented night after night by bosses taking the forms of a person who committed suicide at the end of a butterfly effect chain that they're sure they set off (Justin), an embodiment of sense of powerlessness over one's 32+ years of life (Daniel), a dead spouse one can't be sure they couldn't have encouraged to hold on for any longer (Morgan), a physically and emotionally abusive father (Todd), and an entirely isolating sex slaver mother escaped by luck (Archie)]] respectively.
''[[VideoGame/{{Catherine}} Now's not the time to be dead!]]''