This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Dollhouse
The description of the attic. The victim is subjected to near-total sensory deprivation. Near-total, in that the victim feels near a thought at all times with all thoughts. And then, in the same episode, Dominic having the treatment for the attic applied to him.
It's debatable which is the more terrifying sequence: watching Dominic get wiped and sent to the Attic...or when they bring him back. In the wrong body. Causing the usually stoic character to freak the fuck out.
And if you thought that was scary, wait until we visit there in the appropriately-named episode "The Attic". It turns out the Attic is actually a supercomputer run on the adrenaline and nightmares of the people sent there, including a man eating sushi made from his own flesh.
There's especially when Priya was having sex with Anthony!Victor, and then realizes it's Nolan, and he's dead. She runs away, and he gets up and goes after her with a knife.
The very idea of the Dollhouse is terrifying, the technology exists that can wipe your mind away and turn you into a blank zombie-like slave never questioning anything, often being put in extremely dangerous situations that your imprint may or may not have prepared you for. You could easily die as a doll.
A flashback in Omega showed the start of Alpha's murderous rampage: him slashing at an active's face with pruning shears, him being pushed into the chair and twisting and crying out in pain as he is caught in the chairs "imprint field" (he's a lot further away from it than an active usually is, making you wonder how close you have to be to get caught in it), then he snarls at his handler "I understand hell now!" and crushes his eyeballs with his thumbs. Then an old man walks in, sees Alpha, screams, and everything goes black... all made worse because before all that Alpha was telling Echo she was special and literally "watching his step".
Epitaph One. Welcome to the ultimate Crapsack World. While walking down the street you can be wiped and/or imprinted, you can end up in any body, and you can be instantly wiped away, you can be programmed to kill everybody who is not imprinted to kill everybody who is not imprinted. Not to mention who's killing everyone in the Dollhouse, because in such a world you cannot trust anybody is who they say they are. Rossum selling actives' bodies to extremely rich people so they can live forever. Then there's Topher's ramblings, which seem at first completely nonsensical, until he says the Wham Line "Why didn't I think of that?....Did I think of that?" and realize Topher is the one who made this entire world possible.
Topher's fate entirety in "Epitaph One" and "Epitaph Two". Rossum abducted him, and shot a person in front of him every day that he didn't finish their work. Fran Kranz's acting crosses this over into Tear Jerker territory.
The whole second season gets creepier and creepier as we see events leading closer and closer to the world of Epitaph One.
There's apparently a very large number of people who are fine with killing people in order to take over their bodies.
Fiddling with the mind-wiping tech enables one to generate what is essentially an unending stream of agonizing, searing pain, as Bennett demonstrates on Caroline. And worse, it leaves no marks and mind-wiping can eliminate the memory of it ever happening, so it is easy to cover up. Even worse than that, though, is Bennett's description of how it works, which mentions that she can prevent you from even passing out from the shock.
Echo imprinted with the serial killer mind in "Belle Chose". Eliza Dushku sold the "psycho girl" persona like it was the most natural thing in the world.
Victor's actor also has the freaky ability to channel Terry. Creepy as all get out.
The imprint chair looks a little too much like something from a dentist's office for comfort.
In "Vows" (2x01), Whiskey starts to experience an in-universe version of Nightmare Fuel and brings Topher in on the fun.
What happens to Priya. At least we know most of the other Dolls signed up for their five years, but she was abducted, drugged up to simulate psychosis and then enslaved, getting raped both by the man who ensured this would happen to her and by her own handler.