Anything at all by Dir En Grey qualifies as Nightmare Fuel. Much of their material is highly disturbing by default, with creepy sonic atmospheres, savage riffs and Kyo's screeching Harsh Vocals. Their entire discography is littered with really crazy, spine-chilling material that would unnerve listeners, and their lyrics deal with disturbing topics such as violence, death, crime, rape, and other stuff that would make your skin crawl. Better grab that Brain Bleach.
Go on, go look up translated lyrics for "Obscure", "Mazohyst of Decadence", "Raison D'etre", or "Agitated Screams of Maggots". We dare you.
And, just for kicks, "Agitated Screams of Maggots - Acoustic." It doesn't even need a music video to be extremely creepy.
"Kyoukotsu no Nari", the infamous noise/drone metal intro to Dum Spiro Spero. Despite its short length, it goes all the way to level 11, the maximum level attainable, in the Mohs Scale of Rock and Metal Hardness due to its crazy, terrifying sonic atmosphere. It's not something you would try to listen to in the middle of the night, alone, in a dark room, unless you want to scare yourself to death.
"Ain't Afraid to Die" sounds like a surprisingly gentle song, that is, until the last few moments of the song, when Kyo sings in a soft voice before suddenly stopping halfway through the last verse, implying that he died before finishing the song. The suddenness may startle some listeners
Kyo screams the words "Bloody Baby Sacrifice" in English a number of times, on their song "Obscure"
"Dozing Green" from UROBOROS provides a particularly nasty example of this trope, and perhaps the nastiest example in the band's discography. Similar to "Ain't Afraid to Die', there is some faint singing heard towards the end of the song, which may force you to turn the volume WAAAAAAAAYYYYY up, but you suddenly realized you made a mistake, as the song ends with Kyo suddenly screamingat the miclike a terrified female victim from a slasher film, then making some unintelligible demonic noises.
"Agitated Screams of Maggots" features a maggot who lives in a fish. When the fish is being prepared for a meal, the woman preparing the meal flips out at the sight of the maggot. She chops it in half with a knife. The two parts grow two new maggots who have sex and get stepped on by the woman's daughter. The mangled body parts become a larger human like creature who appears in the woman's soup bowl. He then jumps in her mouth, chokes her and absorbs her body. He then tries to spew excrement all over the daughter and kisses her with a face that is his penis. She bites his penis off and the man screams in pain. The daughter hoists the man onto a torture device which splits him in two from the rectum. As the man tries to live again using the woman's body, the girl turn into a monster/witch/angel and uses the torture device to stomp him with a giant foot. Did I mention it's animated?
"Saku" is about a lonely child living in a apartment building who doesn't do much except watch TV. The majority of the video is footage of the boy and Dir En Grey, with pictures of slit wrists and insects (mainly cockroaches) throughout. Though, at the end of the video, it is clear what the message is. The boy is inspired to pick up a golf club by seeing Dir En Grey on the TV and I think you can fill in the blanks as the video does not evaluate on what happens afterwards.
"Ain't Afraid to Die" starts with a single hand rising from a grave. We are then treated to shining green light emitting from a window, Kyo whispering lyrics and making them sound like they are being emitted from a radio and a ghost playing the piano. Soon we get schoolchildren wearing emo makeup who transformed a small room in the woods in a Catholic shrine/reanimation chamber (one of them, Kyo, has his mouth sewed shut). From there, the reanimated corpses burn whenever they see the light of day and at 4:04, the video lets loose with imagery. It manages to balance out and Kyo has the needles that are sewn in his mouth pulled out. The last moments of the video show the reanimated corpses going to heaven and various imagery used throughout the video is reused. While not terribly frightening, the lyrics are a bittersweet lamentation about the last season a boy saw his girlfriend before she died. Now, combine with the video and let the imagination run wild.
The first sound you hear in "The Final" is a gunshot. The video shows a man who comes home to find a pool of blood and the chalk outlines of two people. If one slows the video from here to roughly 0:50, you will see him counting down days on a calendar with the chalk that drew the outlines and grabbing a hunting rifle then reaching for a gas can . Many viewers interpret the video as a distraught man whose wife and child were murdered while he was away from home. His grief leads him to commit suicide. He wants to shoot himself but then decides to burn the whole house. This video plays on Adult Fear and arsonophobes Up to Eleven.
And then there's "Mazohyst of Decadence". And "Raison D'etre". And "Grief". Then we have "Different Sense". Ah hell, just about every single video they have ever done is straight-up terrifying.