Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Deus Ex
Icarus. Everything about Icarus. From his insanely scary voice to him just about stalking you all through Paris, it's one gallon of nightmare fuel after another.
He first appears when you're down in a sewer. MJ12 soldiers and their robots are right above you, and they're looking for your head. You pass on, and suddenly, your infolink rings, revealing a demonic voice and a creepy looking eyeball. "I now have access to your systems."
Answer a ringing phone in an empty office building, and the voice on the other end (Icarus) will tell you that he is right behind you, and will soon be "a part of everything in your world." Check it out here.
Take the time to look at a Paris public terminal and you'll find an entry titled "READ ME." Take a look at it and you'll find the phrases "ICARUS FOUND YOU!!!" and "RUN WHILE YOU CAN!!!" repeated over and over, in a > shape.
While going through the DuClaire mansion, he informs you that she's been executed and dissected.
Also, freaking greasels. They're weird little chupacabra-looking creatures that spit acid. They're tiny compared to you, so you never know if you'll run into one in a cramped ventilation shaft. Also, they make this really creepy noise whenever you're near them. To top it all off, they're very hard to kill.
The real nightmare fuel in this game comes from an unexpected source: cats. They don't look very scary, wandering around streets and houses. But if you accidentally step on one, they let out a horrendous hissing screech that will cause you to jump out of your chair.