This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Dragon Age II
Leandra's death. She's killed by Quentin, a demented blood mage, so he can use her head to reconstruct his dead wife using parts from other women he's killed. If Hawke hadn't killed Quentin, then she would have been aware of what he was doing to her for the rest of his life, completely unable to do a thing about it.
Not only that, but the first of his notes about his wife just sound...wrong. He really doesn't seem to be focused on her as a person.
Replaying the game after finding out the identity of O might never make you look at Orsino the same way again. Granted, the letter is implied to be from before he found out about the particular brand of deranged Quentin is, but even when he speaks regretfully of his actions (...before turning into a Harvester...), it's completely not to the point he should be, and in part because of that and because of the note's general amicability, it still comes off as pure Fridge Horror.
The little tidbit in "Alone" that will simultaneously want to make you grab the Brain Bleach, kill Danarius in the most brutal fashion possible and make even the most ardent Fenris hater feel bad for him.
Danarius: Do I detect a hint of jealousy? It's not surprising. The lad is quite skilled, isn't he?
Danarius' voice. There is no doubt in this man's mind that all he's done and all he's doing is perfectly acceptable, no, worse, that it's right. If you hand Fenris over, the letter makes it clear that he thinks that the mindwiped!Fenris is happier and better off that way. He even invites you to come and visit sometime.
Word of God has confirmed that implication to be canon.
It's even more disturbing, considering that Fenris admitted that as a result of his mindwipe and mental conditioning, his main priority as a slave was to maintain Danarius' approval. Consider the dawning horror he would have felt upon reflection on all the things he'd done and had done without ever questioning them.
If you spend enough time talking to Sandal, this disturbing monologue will occur.
Sandal: One day the magic will come back. All of it. Everyone will be just like they were. The shadows will part, and the skies will open wide.
Bodahn: Huh. What's this?
Sandal: When he rises, everyone will see.
Bodahn: By the ancestors, what's gotten into you, my boy?
Bodahn: Hmph. That's more like it.
Arguably this one gets even worse when taken with the revelations at the end of Dragon Age: Inquisition's Trespasser DLC.
The music that plays when you have only one wounded party member left alive.
In the Anders companion quest "Dissent," you learn about Ser Alrik, who wants to use the Rite of Tranquility on all mages. What makes this even worse is that when you get to the scene where he threatens a young mage woman, it's heavily implied he's doing so to effectively make Tranquil women his sex slaves! To add in some Fridge Horror, consider that the Templars with him might be in on the whole thing. And finally this quest shows how badly out of control Anders/Justice is becoming, turning into Vengeance. One of your companions is losing control and can potentially murder an innocent girl.
And if you go to the Gallows during Act II, you will get to hear a human female Tranquil talking to her former lover. She tells them that she belongs to Ser Alrik now.
The Varric companion quest "Family Matter," his brother Bartrand has gone insane and has been performing horrific experiments on people, driving his guards mad as well and rigging the place with traps. Not to mention the Lyrium idol is gone, and is now in Meredith's possession. It turns to tearjerker territory if you bring Anders along and temporarily make Bartrand lucid, showing how much its influence has destroyed him.
Really, the idol itself deserves a mention. It drives people insane and is one of the causes of the Mage-Templar War. This is the reason that, when Cassandra tells Varric that the Champion "must have known what was down there," he responds the way he does.
Varric: No. None of us knew. If we had, this would have all turned out very differently.
In the alley filled with the saar-qamek, there's an insane elven woman that screams "Baby! Come to Mother! Something sharp and shiny!" The way she says shiny is really disturbing.
Dragon Age: Inquisition makes it worse. In party banter between Varric and Blackwall, Varric will admit that Meredith is still in the Gallows. No one has had the courage to touch the statue, much less move it.
The Bone Pit is generally a creepy place, particularly once you learn of the abuses that the Tevinter slave masters carried out there. What little music there is, is unsettling, and the sounds of animals fighting or howling somewhere in the distance doesn't help.
And even the information you are given about the Pit is only really bits and pieces, just enough for you to start filling in the blanks with your own imagination. And then you realize that what you thought were just heaps of scree and slag at the bottom of the pit are actually piles and piles of bones...
Don't forget the codex entry where the horrified representative tells his superior about the slaves being forced to push each other off the edge into the Pit, and how the superior ordered him to remain silent because whatever the overseers were doing to the slaves was resulting in tremendous productivity and that's all that mattered.
If you've followed all the Enigmas of Kirkwall through all the acts, you'll be blessed with the pleasure of finding out this interesting fact: Kirkwall was turned by the Imperium into a gigantic blood sacrifice ritual, causing such problems as failed Harrowings, constant problems with blood mages, people getting lost and a Veil so weak that demons could come in easily enough and in such numbers that they hunt down normal people because there's too much competition to get to the mages. Why is this? The Tevinters wanted the Veil weakened by the thousands of slave sacrifices to try and summon the Forbidden Ones, ancient powerful demons that taught the people how to use blood magic in the first place! How bad are they? In Origins, you faced one as a Bonus Boss - Gaxkang the Unbound. In Dragon Age II, you face another one, Xenbenkeck. And the worst part? According to the codex, there's two left, Imshael and The Formless One. Not to neglect the special neighbor in the Vimmark Mountains, Corypheus, one of the Tevinter Magisters of old that tried to storm the Golden City and became one of the first darkspawn!
And a little extra for someone who has come back after playing the third game. Since the player encounters Imshael in Inquisition, one is left to wonder... where is The Formless One, and how bad will that boss fight be when it finally comes?
Based on the fact that Corypheus is held captive within the nearby Vimmark Mountains, it is entirely possible even that Kirkwall was the site where the Tevinter magisters attempted to enter the Fade. Bet they don't include THAT in the brochure...
It's easy to miss, especially in the first few playthroughs when you may be focused on other things. But as you travel around Kirkwall, note the ambient sound effects. It's not just music... it's chanting. Like echoes of ancient magic being cast. Tie that fact into the above-mentioned Enigma of Kirkwall codexes, and it suddenly becomes really very clear that there is something wrong with this place.
Playing as a character who loses one sibling to death, potentially another to death, kidnapping, or betrayal, and a mother to horrific murder, watches friends suffer awful tragedies or slowly lose their minds, and is used by a friend (or lover, if you romanced Anders) as an unwitting accomplice in a terrorist attack makes Dragon Age II a goldmine of Adult Fear.
During the quest "On the Loose," there's Huon's power-up scene, where he whispers under his breath about the power of blood magic as his skin grows pale and large blood spots appear all over his face. He's basically a shining example of the evil maleficar that the Chantry makes every blood mage out to be. The fact that he gets the power for his spell by murdering his very innocent wife is just the horrible frosting on this blood-soaked cake. And to further twist the knife for Hawke, the wife had just hours earlier begged Hawke to protect her from her husband... with good reason, clearly.
The final battle. The Templars have been ordered to slaughter every Circle mage, despite the fact that the vast majority are innocent of any wrongdoing, and certainly none of them are guilty of blowing up the Chantry. And suddenly Hawke faces the choice between a group of well-meaning guardians, most of whom genuinely believe they're protecting the city, and a group of terrified mages, half of whom are about to make themselves into monsters just to try to delay the templars and to give at least some of the other half a chance to escape. One of these groups is gonna get slaughtered, and it's up to him/her to decide who it will be. The worst part is that Hawke has absolutely no chance to influence the terms of battle or keep relative innocents out of harm's way, so even if you wanted a war, this probably wasn't what you had in mind.
The animated slave statues during the final confrontation with Meredith. While the Gate Guardians are almost robotic, the movement of the slave statues is so horrifically fluid and... organic that it leaps straight off a cliff into the Uncanny Valley.
Meeting the monstrous spider for the first time during the Deep Roads expedition can't be fun for arachnophobes. And if you have a fear of scorpions or other crawly spiky things, say hello to the Varterral◊!
Poor Feynriel! Thanks to his powers as a somniari, he gets horrifying nightmares of demons, all of which are real and very much out to get him. His mother is helpless to do anything, his father walked out on them, the Templars are hunting him down, and he gets caught by slavers when he tries to run away. If Hawke saves him, he heads off to the Dalish - but he's alone without friends or family, nobody trusts him, and the elders are afraid of him. Then, his nightmares get even worse and he finds himself trapped in the Fade and facing powerful demons. Hawke's choices can help him get better in the end, but wow.
Even if Hawke helps him and he gets a badass upgrade, it carries some heavy Nightmare Fuel. In Act III, Hawke is tasked with tracking down a kidnapped girl on the Wounded Coast, only to find her safe with all the kidnappers dead. Turns out that Feynriel massacred the entire group when they tried to rape her, through the Fade, with his physical body residing in Tevinter... which is located on the other side of Thedas!
Not to mention the fact that the girl he saved is now somewhat creepily obsessed with him. Is that a coincidence? Or did Feynriel ó intentionally or otherwise ó cause her to fall in love with him?
If you go to a certain spot in the Gallows, you can hear the echoing, disembodied sounds of someone being beaten...
There's a lot of nasty implications in the background sounds, and the lines by templars, mages, and Tranquil hanging around the Gallows if you listen closely.
Jaken: Iíve been searching for you everywhere. You werenít in your rooms, the libraries...
Anders: This is not justice. This is not the spirit who was my friend, my self. What has he become? What have I become? We must get out of here. There is no place for me in the Grey Wardens now. Is there a place for me anywhere?
The situation of Justice himself is horrifying. In Awakening, he was just getting used to a world he didn't understand, talking to it's residents for the very first time, making good friends, including the Warden-Commander themself, potentially. Now he's stuck inside a friend, for the most part unable to interact with anything or just talk to anyone anymore, even Anders ever since the possession took place. He's lost everything he only just had, and at the same time all of this is happening in Kirkwall, a place filled to the brim with the injustice he so despises.
At one point, Sandal claims to be seeing an "old lady" with a "scary laugh" by his bedside at night. Bodahn brushes it off, walks away, and the scene ends with Hawke and Sandal staring at one another in a painfully long, uncomfortable silence. Never is this scene explained.