Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Chaos Head
Plenty of it - this is a Nitroplus game, after all.
A sample: all the New Gen murders in the game have mysterious elements, particularly the second, in which the dead man has an eight-month old fetus sewn into his stomach; given the age of the fetus, it had to have been removed from the mother's body before birth. It is eventually shown, in flashback, exactly who the mother is and how this happened. This troper REALLY wishes it hadn't been.
Two more: what happened to Sena's mother and during Takumi's last battle with Norose, he is put under a delusion that he has been melted into a puddle with only his eyes remaining. Eeep.