This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Dead Beat
Corpsetaker in Dead Beat, a psychotic necromancer who specializes in stealing the bodies of victims. Before Harry meets him/her, he/she was impersonating a professor of antiquities, and while we don't see it onscreen (thankfully), we see the bloody aftermath of his/her last Body Surf: Corpsetaker swapped bodies with a probably-innocent grad student, who suddenly found herself trapped in an unfamiliar body, and was kept alive as she was gutted and tortured by her own body. Her fellow "assistant" turned out to be a ghoul who took the opportunity to carve himself some steaks.
A low-key but damn disturbing moment is when Harry is briefing Butters on the supernatural situation of the world. He points out that the rate at which people go missing, as in flat out disappear, is roughly equivalent to the rate at which herd animals in Africa are killed by large predators.
Even worse - that was a real-world statistic that Jim Butcher quoted.
The scene in the museum. (No one is coming to save you, Harry.)