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Nightmare Fuel: Command & Conquer
Although the series is generally quite campy, It does have its many moments of scary things that will put you off from playing a game or two for some time. Most of these comes from the sudden realization about the various mumbo-jumbo in each series and imagining yourself to be caught up in one of these.
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Tiberium, as summed up by one of the developers:
"What happens if you're exposed to Tiberium? Nothing good. If you come into direct contact with Tiberium, the green matter will start to fuse with your skin within about 20 seconds. You'll feel an intense burning sensation, similar to touching a hot pan or spilling acid on your skin. A full blown infection will manifest if you aren't treated immediately. Your flesh will begin to take on a glassy-greenish appearance as it begins to crystallize; eventually your internal organs will shut down as Tiberium extends rigid crystalline runners throughout your body. If you breathe in the crystal, then it will become embedded in your lungs. You'll lose the ability to process oxygen as your lung tissue crystallizes. Eventually you'll start coughing up blood and will hemorrhage to death."
—Mike Verdu, "Living with Tiberium".
Tiberium is horrifying once you learn of exactly why it has its properties. It's more or less a terraforming agent. However it leeches valuable minerals from the soil into a concentrated amount, growing crystals that can be easily harvested. The gas is toxic to most lifeforms and generally devolves them as well, but is easily contained. Bordering on Fridge Horror, you realise that this thing is made to capitalize on greed. Every single society will fight tooth and nail for control of this stuff, as there is literally no better way of extracting valuables. They will also purposely cultivate fields of the stuff, because it's far more easier to plop a crystal in the ground than digging through a quarry. But it leeches away nutrients for growing food and degenerates (and poisons) local fauna. This ensures that whatever species left when the Scrin arrives is completely crippled, with but pockets of unmutated stock left and mostly worn out from war and starvation. And Nod keeps wanting to spread this stuff over the planet, and starting in Tiberian Sun they practically have a religion based on it, which Tiberium Wars takes to an extreme with stain-glassed window paintings depicting Tiberium mutations. It's not till Tiberium Twilight where this interest DOESN'T make them come off as insane.
Speaking of the Scrin, lets look at Cult of Reaper 17. The Cult of Reaper is stated to be set of armies that are supposed to forcibly subdue any planets that offer resistance to the Scrin, and Reaper 17 is described as being bloodthirsty even for an army meant to strong arm planets, and are described as using Tiberium like an addict overdosing on drugs.
Visceroids in Command & Conquer. They're disgusting enough in the RTS games, but the Renegade FPS gives them a whole new level of scary, seeing as you can see how disgusting they are up close and personal.
Not enough? Then go for the Nod Mutant army, which is anywhere from dumb Initiates to clever Acolytes to really tough Templars.
Buzzers. Swarms of thousands of tiny Scrin bladed organisims whose sole purpose is to flow through the cracks and gaps in your armor and shred you to tiny pieces.
Sonic Emitters. They work by broadcasting the resonate frequency of your opponent over a large distance. This is meant to deal with Tiberium, but what about when you use them against Nod militants? This means that the Sonic Emitters are literally shattering every bone in the opponent's body.
Or worse yet, liquefying their insides.
Red Alert Series
Soviet Terror Drones. They could make instant mincemeat of most infantry, are annoyingly fast, and can burrow into vehicles to mutilate their crews. The fact that the latter is only shown on screen as said vehicle rocking only makes it worse...
Terror Drones are actually dismantling the vehicles, the crew just dies from the resulting explosion (that's why you have to repair them to get the drones off). However, note that the Drones were designed with Dismantling Vehicles in mind and was only suppose to do that. The butchering of infantry was when the Soviets realised the same tools used to cut through metal and sever cables can be used to do the same to human flesh and limb.
Soviet Desolators would be a horror to face in battle. No soldier is safe from the lethal radiation beam cannons they wield, and the Red Alert 2 incarnations of these deathbringers can slam their cannons into the ground and make a large patch of land so toxic infantry die rapidly. Their sadism and the sickly-green glow makes them seem even more inhuman.
The Red Alert 1's portrail of Soviets in general and Joseph Stalin in particular. The very first thing you see in the Soviet campaign is the aftermath of a Sarin gas test, with Stalin and his attaches going over the results. The first *mission* they give you involves burning a Polish city to the ground and killing everyone and everything inside. It *only* gets worse from there.
Another example of his unpredictable nature comes about during the mission he instructs you to capture the Chronosphere. When you do finally capture it, there is a cutscene showing it going unstable and then exploding. Cue Stalin angrily ordering that you be be executed, until the secretary informs him that one of the other officers gave you incomplete/faulty intel, whereupon he personally strangles the man.
During the Allied campaign, there is a tense series of missions whereupon you are tasked to rescue an officer who wished to defect from Stalin's regime, whereupon he confirms Stalin's plan to launch nukes at the Allies. It's the desperation in which he begs you to stop his former Premier that will unsettle you.
Yuri in RA 2. He's not as scary as Stalin, he's still a huge Knight of Cerebus amongst amongst a bunch silly villains. He's extremely stoic, controls people's minds, and his voice alone just screams "this guy is evil, don't trust him you idiot." Of course, by the time you heard his voice trusting and obeing him is no longer up to you... Probably the worst in the RA 2 vanilla soviet ending is when we see him with his calm attitude when reduce to a Brain in a Jar. His faction has some of this with his Grinders, they break stuff down into material components...Including people.
The effects of the freeze beam and shrink beam. Imagine getting frozen alive, and can only watch in horror as a man with a shotgun comes up to finish you off. Or imagine you're in an apocalypse tank, crushing Capitalist pig-dogs, when all of a sudden you're shrunk to the size of a kitten, and see guardian tanks coming up relentlessly as your shells ping off their armor harmlessly.
Death by Anthrax intoxication, Nuclear radiation, burning alive, etc.
Along with the aforementioned Anthrax, radiation, and napalm, there is also the fact that the "good guys" have the most horrific weapon in the game: the microwave tank. It will fry any enemy infantry who gets too close to it. If you know how a microwave works, that means that literally every cell in the victim's body bursts.
Running desperate from the Partice Cannon as it relentlessly pursues whichever poor soul was chosen to die, even worse than the magnetic Satellite because just as you think you got away the damn thing can speed up.