The possessed villagers. None of them actually seek to harm you, but the cold, lifeless stare the glowing eyes produce, and the mindless fashion in which they all line up at the church, can be pretty chilling.
The bodies stuffed under the floorboards in the chapel, all of their mouths open with terror.
Finding the dead man in the basement of the boarding house - and then coming back later to find that someone moved the body.
The detective's fragmented memories, and how she's slowly regaining them but can't quite put them in order, really lend themselves to the understanding that something is very wrong in this town. The way the memories come back in an extremely sudden manner just makes it that much more jarring.
The Mists of Ravenwood
The catacombs. From the Peek-a-Boo CorpseJump Scare to the single panning shot showing that there are countless dead bodies shoved into barrels and left to rot in the darkness... The detective has a right to be horrified.
The later reveal that the Ticket Seller is one of the only people - possibly the only person - ever to come to Ravenwood Park and not suffer this fate is compounded by the fact that the corpse which the detective sees up close is that of the Ticket Seller's fiancé Mark. The bonus chapter manages to make this even worse.
The Cliffhanger ending, with the knowledge that a supernatural serial killer is out in the world trying to resurrect a powerful demon - and has everything he needs to do it.
The Shadow of Karkhala
Just before the climax, when Fang opens the portal, Rick runs into Asmodai's tomb and thrusts the ritual knife into the stone. The detective shouts at him, asking what he's doing, and he replies, "My duty!" He's then shot repeatedly. It takes a few seconds for the 'camera' to pull back and reveal that the shooter is the real Rick, and the Priest was impersonating him; but for those few seconds, the player has good reason to believe the worst possible outcome.
The fate of the entire expedition. They're just happily going about their business, studying an ancient building, befriending the locals and one another. Along comes what seems to be a highly educated, erudite man who wishes to assist. He leads them to some fascinating conclusions. And then he viciously cuts most of them down in a bloody massacre without a second thought. The majority of them are college students whose families will need to be informed.
