Name an enemy, any enemy. Especially the ghosts of little children forced to march in a Crusade, only to be slaughtered horribly. Doesn't help the Nightmare Fuel level that there are no less than 5 of them attacking at once; likely around 10.
The WW2 era was no better. For starters there's the Machinegunners, gigantic hulking zombies with a ghoulified face on their chest along with a skull(lower jaw offset by about a foot) and various glowing pustules, whih when you die to them(And you will, alot) resemble a huge skull through the blurry filter the game puts on before the game over screen. Furthermore, they have a gatling cannon instead of a left hand and their spine ends with a drum magazine where their head should have been, are smart enough to take cover and intelligently use their teleportation powers to flank and ambush you. Even worse are the flamethrowers, which are everything the machinegunners are but alot more pale and when their petrol tanks start leaking at catch fire, they charge at you. The worst part? There's petrol/oil leaking out of their empty eyesockets. All four of them.
Jones and Cole being blown to pieces by the firstborn.
In spite of the fact that many players feel desensitized to the monsters after a while, several of them are genuinely frightening when first encountered.