This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Clive Barker's Undying
Clive Barker's Undying has a fair few scenes that are not safe for sanity, especially when using the Scrying spell that allows the player to glimpse into the past or see things that you can't see in the normal world. Scrying will reveal one horror lurking under reality after another.
Scrying in an innocent-looking tiny room filled with crates, only for to be revealed that in the vision the room's walls are full of blood, creepy texts written in said blood and really creepy sound effects.
The little voice that whispers 'See...' when you're near something you can use Scrye on is terrifying the first time you hear it. Later, it's terrifying because whatever it wants you to look at (or listen to) is going to be bad, no matter what it is.
The family portrait was also pretty horrific, and then there's the individual characters' diaries. "How could I have saved my father from a painful, lingering death? I could have hit him harder."
Not to mention swimming through rivers of blood, poltergeist ghosts, and dead corpses singing lullabies... and the few things that aren't HONF will still likely make you regret playing with the lights off and headphones on.
Those goddamn poltergeist children in the kitchen. You can hear the children giggle before the carving knives leap off the table and try to skewer you.
Aaron. Eaten alive by rats so he's nothing left but a chewed corpse with his jaw removed so he can't scream. You see his ghost in the mansion, switching from his human-looking form to his horribly rotted one, jumping out and generally screwing with you. Then after you return to the mansion after a bit, his attacks actually hurt. And you can't kill him. And he pops out everywhere. It's only until you find Bethany's personal dungeon do you find his strung-up real body. Bethany's glee of finally being victorious in their little sibling feud is even worse.
In Oneiros, you find a statue in the middle of a fountain of blood. When you scrye, you see the statue peel its chest open to reveal its hearts and begs for you to kill it.
Oh, no, no, no, that's only half of it. See, to progress further into the game, you have to give the statue the Mercy Kill it craves. And then blood spews forth in such quantities that it floods the entire tower, allowing you to swim to the top.
Aaron's studio. Oh, Aaron's painting something big on the wall. So he's painting Patrick, the guy you're controlling? Okay ... now he's painting something to the sides of him ... kinda look like claws ... and now he's painting above him, some really big monster that looks like it's looming right over Patrick's head... * Skylight smashes* AAAAHHHHHHOHGODGIANTMONSTER!! * frantic shooting*
There's a spell in this game that can force living enemies to slit their own throats. They're aware of what's happening, but they clearly have no idea why their arms are suddenly disobeying them, and they are scared shitless in the moments before death. It's what happens if you cast the Animate Dead spell on a living human being.