This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Diablo II
Tristram, Holy crap! This village's people thought that the terror was over, only for The Legions of Hell to come pouring out of the fallen Zakarum cathedral and raze the place. They've set up shop in the burning remains of the town, turning the blacksmith Griswold into a zombie, killing Wirt and nearly everyone else, and imprisoning and torturing Deckard Cain.
After the events of the first game, we see The Warrior who was then possessed by Diablo in a tavern with lots and lots of people. These people were drinking heavily until these people did some bad thing to The Warrior and that prompts him to unleash the Legions of Hell on that tavern and thus killing every single man except for Marius.
The player goes through two corrupted cathedrals during the course of the game.
The Rogue Monastery gives us a proper cathedral showdown against demons and corrupted Rogues, the Jail area being particularly nightmarish, as you will encounter the mutilated bodies of Rogues on various implements of torture scattered about the place. Try not to think too hard about what these poor women went through at the hands of the demons before they died. The Paladin is not kidding when he says that "this is no place for a warrior to die." In addition, Andariel, the Maiden of Anguish herself, awaits down below with bodies of more Rogues impaled on stakes.
The other area is the Cathedral of Light, the most holy place of the Zakarum faith, now known as the Durance of Hate as a result of Mephisto's evil twisting the place inside and out. You go all the way into a place full of demonically possessed people (and demons as well), up to and including all of the high priesthood of the Zakarum, who have turned into outright demons themselves. And Archbishop Lazarus (one of the main villains of the original game and the one who released Diablo) was once a part of this council. It truly hammers home that no place, and no one, is safe from the corruption of Hell.
All three of the original player characters are shown to have become corrupted by the time of Diablo II.
Moreina, our Rogue, was one of the first to be corrupted by Andariel, and has become Blood Raven. When you fight her, she is in the midst of desecrating the Sisters' Burial Grounds and turning the Rogues' dead into zombies to send against them on Andariel's behalf.
Jazreth, the Sorcerer, after defeating Diablo, slowly lost his sanity and snuck into the Arcane Sanctuary. Here, he was corrupted by demons and possessed by the spirit of Horazon. He becomes the Summoner in Diablo 2, and is responsible for the overrun of the palace and the harem with demons that kill everyone.
And then there's poor Aidan, the Warrior, whose fate is fully detailed further below. Simply put, no one who fought Diablo in the first game came out whole.
And the final kicker? Let's say you were a fan of the first game. Are you prepared to kill the characters you spent so much time with?
How long do you have to walk through a desert if your damn camel dies of exhaustion? And what the hell was keeping Marius and Diablo from dying of thirst or exhaustion?
Tal Rasha. Sacrificing himself just to help the Horadrim and Tyrael seal Baal inside a tomb for good. Imagine fighting an extremely powerful demon inside of you just reeks of fear.
The gathering of the Three Prime Evils, so horrifying that it would shatter ones' sanity at the sight of it; poor Marius was not exaggerating when he said that it "was not meant for mortal eyes." And that is just the tip of the iceberg as in the meantime, Prince Aidan, the Dark Wanderer, makes a horrific and painful transformation into the Lord of Terror himself.
The way that Baal deals with the guy who challenges him at the Gates of Sescheron. Dear lord, is that a messy way to die.