This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Gears of War
Berserkers. 7 foot 3 inch-tall armour-plated monstrosities that makes a high-pitched scream as it charges; it's totally blind so it has to sniff you out. And sometimes you have to lure it towards you by shooting it, and watching the bullets bounce off, only for it to shriek towards you once more, and then diving just out of the way so she (yes, she) smashes a door down or something. Then you have to run past her through a tiny gap, while she flails wildly in all directions.
You think the normal Berserkers are bad, wait until you see the Lambent Berserker in Gears of War 3. Picture it, you just saved Anya and Sam from being overrun by Lambent Locusts. As you make your way back to the fort, you see a rather large Lambent stalk appear in front of you. Then, it pops out screaming and instantly killing the COG in front of it before tossing the jeep in your direction. Surely the Hammer of Dawn can kill this thing right? So you make your way back inside the fort and watch it get nuked via satellite, only to find out that it survived. And is very pissed off.
By far the worst thing about the Berserker though, is that the Locust actually reproduce by raping them! And making this all the more harrowing is that it's the only way they can reproduce. Otherwise, they'll be reduced to a red paste by them.
Oh, and the way you're introduced to them? One of your random AI partners completely loses his shit, says "Screw This, I'm Outta Here!" and runs into a convenient hallway, only to get pounced upon by the Berserker and get torn to pieces. All that remains of him when you go into the hallway is a bloody mass of leftover flesh and bones. The scene in question is effective enough that it's one of the rare occasions on which the spilling of way more blood than could possibly fit in a human body is not in any waynarmful.
The Ultimate Edition makes use of the shadows to show us exactly what's happening. You see every detail of the Berserker tearing apart every inch of soldier's body.
Even while playing as one in the Beast multiplayer mode, you still can't help but consider the opposing side's perspective as you completely annihilate every Stranded and COG soldier. Oh, and you can break through barricades with complete ease. Bad news for any human in your path.
Gears 2 has the New Hope Outpost. It can be jarring, to say the least, to be playing Gears of War and suddenly walk right into something out of Resident Evil. The old, decaying research facility is creepy enough, but then you reach the basement, and there are things in giant stasis tubes, and when you throw a lever to access the facility's computer, it trips some sort of failsafe on the tubes, and they start waking up.
Niles: "I would begin exiting the facility if I were you."
The Riftworm. A monolithic monster that has been lying dormant beneath the earth undetected for perhaps centuries, and once its awakened leads the Locust's charge to destroy Jacinto by sinking entire cities as it devours the earth beneath them. As if the Corpsers weren't bad enough, now there's a creature that can do ten times the work in less than half the time, spelling certain doom for the thousands of survivors still seeking refuge in what little remains of human civilization.
And then there's Delta Squad being swallowed alive by said Riftworm, forced to cut their way out the creature as anyone unfortunate enough to be alive within its bowels are mercilessly ripped to shreds by the parasites residing within.
And how do they kill it? By cutting out its three beating hearts within, narrowly avoiding drowning a horrible death in a river of the creature's blood.
The first time you meet Lambent Humans in Gears of War 3. Marcus and Anya are in the sewers under the town of Mercy, and they spot a woman huddling in a corner, crying for some reason. They get closer, and Marcus asks if the woman's okay, and every viewer knows damn well what's about to happen, but somehow it's still chilling. Marcus reaches out to touch her, and the woman whips around to face him, and in that instant we see that not only is her flesh practically liquefying, but that horrible lambent light is shining out of her mouth and the gaping holes where her eyes should be. And she screams as she rushes at you. Anya shouts that the woman isn't human anymore and that Marcus should just open fire, but most players won't need any encouragement to gun that thing down.
The entire lead-up to that moment is more and more unnerving. Marcus, Dom and Company are clueless about what's going on, but to most every viewer, the signs of the Zombie Apocalypse will be all too clear: the seemingly abandoned town, the crazed survivor shouting about some kind of disease, the locked doors with giant red X's painted on them, and the fact that those doors are barricaded from the outside.
The Lambent Humans shows up again with the same creepy suspense and tension in Aftermath. Especially unnerving when you hear them whisper die!.
Leviathans, and not just the Lambent ones either. Imagine the shark from Jaws, but three times bigger with massive teeth. Leviathans also have pretty creepy eyes, either the pure blue Vampyroteuthiseyes◊, or the Lambent Leviathan's Glowing Eyes of Doom.
The final boss of Gears of War 2. A Brumak gets overdosed on Imulsion and when it mutates its head violently deforms, with a second head bursting from its mouth, which is followed by the creature going berserk and growing tentacles from its body.
It doubles as a Tear Jerker, but imagine being in Dom's place for a second. His life is made of Adult Fear. His entire family is dead, and the only part of it that could still be alive is his wife, the only woman in his life he's ever loved up to that point. She is missing, possibly dead, and he's been on a crusade to find her, or at least her fate, for years. And then in 2, he finds out that the Locust have taken prisoners, which they never do, and via Tai, he finds out why. None of this points to a happy ending, but he keeps up hope despite that. And then he finds her. His wife has been lobotomized, malnourished, and tortured into insanity, and she's been like this for years. The damage is clearly irreparable, and Dom has to Mercy Kill her. Dom is broken after this. Despair Event Horizon doesn't even begin to describe what happens to him.
Raam's Shadow. Right before a child is about to evacuate Ilima City on an APC full of civilians, Tai gives him encouraging words to help him survive the days to come. A cute, hopeful moment that is brutally cut short. Not thirty seconds later he and you are forced to watch as that APC and everyone in it is pulled underground by a Corpser, spelling certain death for said child.
When you see the deep, bloody gashes all across his back, and the hooks embedded into his skin, one can only imagine the living hell Tai must've endured under his torture and the desperation he felt to end his own anguish.
Word of God says that they tortured him so thoroughly that he thought they ripped out his soul. Since his religion says that a soulless has no reason to live, well...
One word: Char.
An entire city completely razed by the Hammer of Dawn, with the ashen remains of thousands of slaughtered civilians frozen in the moments when the beams flashfried their bodies, many still running, crying or huddling in fear with their loved ones? An especially haunting reminder of how truly vicious the war is, and that it was not the Locust but the Coalition that condemned them to their fates.
Worse? Some of said victims are clearly children.
Several of the weapon executions are pretty brutal but the Lancer and Scorcher executions take the cake. To wit,
Lancer: The downed player is kicked over onto their back, then the chainsaw bayonet of the Lancer is thrust onto the downed player's chest at an angle and activated, resulting in blood and small chunks of flesh being thrown into the executioner's face.
Scorcher: The player can jab the Scorcher's nozzle into a downed enemy and shoot fire into their body, which causes flames to erupt from their eyes and mouth. If this isn't enough, there's also screams of pain from the victim as well.
Gears 4 introduces windflares, a new form of deadly weather. The opening non-prologue cutscene of the game makes for an appropriately-startling introduction to this phenomenon; Kaite blasts a recon drone, Del remarks that there's surprisingly no alarm, only for a low, air-raid-style siren to start blaring in the nearby COG outpost... and then your squadmates notice the massive wall of shredding wind and rabid lightning rolling in from the left, consuming the forest in its path and heading for the COG base... and you.
The Swarm. Seriously, this◊ is NOT the face of mercy. Know what it is the face of? A baby. That thing just hatched from its pod and it already wants to tear your head off.
Making this all the more horrifying is that they repopulate by kidnapping humans and putting them in pods that turn them to their ranks.
On top of all this there's the horrifying truth behind their origin... they're not a new species. They're The Locust reborn and modified from when the device from Gears of War 3 supposedly killed them.