This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Devil May Cry
Devil May Cry 1
Nobodies. Freaky humanoid...things that crawl on all fours, throw EXPLODING EYEBALLS at Dante, all the while laughing and howling like monkeys. And if one dons a mask, the Nobody grows twice its size and can siphon Dante's magic (Devil Trigger) by...some kind of ritual dancing. Not to mention you first encounter them in the Mirrored Castle, which is saturated with red, with the camera tilted slightly and the screen mostly blurry and surreal. If Dante gets grabbed by a Giant Nobody when his health is critical, the enemy snaps Dante's neck. Complete with a clearly audible *crack!* sound.
The Mirrored Castle itself is pretty damn freaky, with the odd camera angles, the blurry look to everything, and that damn music.
Even the normal Castle music is unnerving with the goth design adding to the soundtrack as you explore the empty rooms...well empty at first.
Even the early enemies in the game are quite creepy. Marionettes are giant puppets possessed by evil spirits, wielding sharp hand-blades or shotguns. Bloody Mari have their clothing dyed with human blood. Sin Scissors have the ability to phase out of walls and pictures and have a really disturbing laugh. If you read the manual, it says that the Sin Scissors like to decapitate humans while they're still alive.
What's even scarier is some the original concept art for enemies that never made it in to the final game (which you can find in the vault for the HD collection). The prototype designs for the demons look more like lab experiments gone wrong from Resident Evil. The Blades look like demonic Hunter βs', and the concept art for the Shadow looks like a rotting, decayed, panther/tiger hybrid. Even the concept work for the Marionettes are creepy. One artwork has the marionettes look more like dried out, rotting corpses, all hanging from nooses on the ceiling; implying that the marionettes, were not made of wood possessed by demon spirits, but were once human now possessed by demons.
And you don't even kill him. The best Dante can do is (much like his father) seal him away with Trish's help. Dante may have been joking when he told Mundus to give his regards to his son, but what if Mundus returns?
Nightmare. It pretty much exemplifies the idea of an Eldritch Abomination, as the enemy file says it's unclear whether or not the thing is even alive or just some repulsive weapon. In addition to being incredibly difficult to fight, it's freaky as hell, looking like something right out of a Giger painting. It is capable of sudden rapid movements, including shooting giant spear-like appendages out of its body at you. In its normal state, it is a sickly mound of goo, filled with half digested corpses of its previous victims, and it constantly tries to trap you in a literal nightmare world.
Read the file on Nightmare's "trap" move. The world that Dante/the player is sucked into is "a representation of the trauma that rests deep within Dante's subconscious" — the loss of his beloved mother and his brother.
A late-game mission takes place in the Underworld. It's a sickeningly creepy Womb Level, complete with life-sucking tendrils coming out of the walls, pulsating tissue walls you have to hack through, and visibly beating "organs". During the timed final mission of the game, if you let the countdown get to zero, the screen fades to white, an explosion sounds, and you get treated to Dante's bloodcurdling death scream.
Phantom and the Kyklops are not a good sight for arachnophobes. Especially since the former will chase you in the tight corridors of the castle, spitting lasers at you and bellowing. Phantom's fatality? He swallows Dante whole.
Devil May Cry 2
The second game has its share of bad things, but Nefasturris and Nefascapitis is among the freakiest. First: It comes to life out of a skyscraper and is a gargantuan devil composed of a whole mass of small bat-like vermin and stares at you with a clear eyeglobe. When you defeat, him you have to fight his head...which stands on its own with its lower jaws split open.
In the final level, the influence of the Demon World has spilled out and warped Dumary Island into something fierce and disturbing. The creepy music doesn't help. As you proceed, you find key items that twist the area even further... and then that three-faced demon shows up.
His name is Trismagia, and yes, he is freaky. His regular appearance is that of a gigantic, three-faced head with four eyes. As the fight begins, he splits into three individual faces. However, if you look closely, you'll notice that he can't separate his body as easily as he fuses. He instead painfully writhes around for a few seconds before forcibly ripping himself apart, with blood splashing into the air. Seeing as Trismagia tends to return to his base form periodically to fire a single, powerful blast at you, you'll be treated to this wonderful visual multiple times. Each of the faces have their own elemental affinity and associated emotion: anger = fire, melancholy = ice, and joy = lightning. Unsurprisingly enough, the lightning face with its Cheshire Cat Grin is the creepiest-looking of the trio. Made even worse when it comes at you, getting quite close to the screen.
Its voice is also rather creepy. Like the sound of someone who's had their throat slit.
Trismagia: Son of Sparda! You must repent your sins!
Devil May Cry 3
How about the Hell Wraths? Those pulsating bombs they carry that look like giant tumors, that horrible, tortured moaning, the fact that they could explode at any time....
On the same tune, the "Faceball" that Jester summons in his boss fight can spit said bombs at you...and they look like overgrown, freshly pulled out hearts.
Jester in general. Anyone else get the subtext of his treatment of Lady during The Reveal? When she rushes to stop him, he grabs the Kalina Ann, flickers his tongue at her, and says "Don't be a bad girl, Mary, or you can expect a spanking from Daddy later!" Now, that wouldn't be so eerie if it weren't for the evil nature that lies behind all that goofiness. The overall vibe still seems very wrong somehow, considering he's her father.
Many monsters, especially the Arachne (giant, deadly, half-spider-half-woman hybrid with loud screams) or the invisible octopus-like demons that will attack you only if you turn your back on them. Also, Blob!Arkham is pretty freaky looking.
The whole Demon World is simply crazy. And also the insides of the Leviathan, especially when the giant Gigapede starts chasing you in his bowels.
Horse-lovers may find Geryon a bit terrifying, especially with those terrifying neighs he makes...
Faults, horrible monsters that appear out of the ground with a terrible rattling sound. WallMasters, essentially, these things form on the ground beneath Dante to swallow him and take him to a strange semi-dimension to fight some monsters and waste time. They operate and look like worms with eyes all around its mouth and never stop coming, causing you to have to keep track of them as you fight other monsters, severely reducing your combo chances. Their only saving grace? They only show up in one mission.
Unless you're playing against the Savior in Mission 18 on a difficulty level higher than Human (Easy).
Agnus around Nero after his first "Boss battle" (That he doesn't participate in. . .), the way he is around Nero is creepy in general, with his obsession over Nero's devil bringer, and ESPECIALLY when he has Nero pinned against a wall. He states that Nero will be his next subject of experimentation, and aside from his actions seeming WAY too similar to a rapist and his victim, the implication that if Nero hadn't defeated him the first time around he would be nothing more than a lab rat for the insane scientist are way too chilling to ignore.
The premise of the game is paranoid-inducing. A society brainwashed and conditioned by demons without them being aware of it is not something you wanna think about.
You know you've done something right/wrong when the ingredient of a fucking softdrink can make you want to yak up. The ingredient? A giant slug-larvae thing constantly chained to a mixer.
When Limbo transforms, the landscape becomes horribly twisted and just about everything becomes colored, a jarring contrast to the greyed out palette of the real world. It gets worse when you start looking around the place, subliminal messages crawling around.
In Mission 14, you get to confront Mundus' child, and it is by far the most messed up looking thing in the game.
Whereas the Succubus and Bob Barbas provided the players with an awesome (and hilarious) fight, this child is anything but. Not because it was badly designed mind you, but because of how the whole thing plays out. For one, Dante stops trashtalking and instead sounds disturbed for most of the fight. Secondly, there's no indication whatsoever that the child itself is evil beyond being Mundus' unborn child, and possibly just interpret attacking Dante as "play time" as Lilith puts it.
Mission 15 gives us a nice view of Vergil shooting a pregnant Lilith in the stomach, killing the child and then blowing her head off. Granted, Lilith wasn't the most sympathetic character in the game, but damn.