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Nightmare Fuel: Gentleman Bastard
The Gentleman Bastard series by Scott Lynch begins as a fairly amusing story about a fictional city's first group of con men. Then the tortures begin...
The tortures: a gang member has a bag of broken glass forced over his head and ground into his face and eyes. The main character is drowned (temporarily) in a barrel of horse urine. And when the heroes capture a villain responsible for the deaths of several friends, they play a game called "Scream in Pain 'til You Answer My Fucking Questions," which involves cutting off all of the villain's fingers with a red-hot knife. Once he's answered the questions, they cut out his tongue.
Nazca. It really says something when it's considered a relief that she was killed before being pickled in horse urine, rather than having drowned in it. And all to send a message to her father.
Wraithstone, which "Gentles" the mind of anyone who inhales the smoke, nulling out practically all conscious thought and leaving a docile creature without any survival instinct, that won't even eat without prodding. In the first book, the Grey King plans to do this to every single noble of Camorr at once, as revenge. Even the children. Locke and company risk their lives, despite not being initially involved in that portion of the plot, to save their worst enemies from such a cruel fate.
During the attack on the Poison Orchid, Locke and a few others are assigned to repel boarding parties. They're helped out by some horrific sea-monstrosity that sucks the blood out of some poor bastard through his pores. The boarding parties decide to go have a nice cup of tea elsewhere shortly thereafter.
All marine life on this world is nightmarish, from a 50-ft monster which trails vessels to a creature able to project suicidal thoughts (in the Parlour Passage). In-universe, the sea is so feared that even a mile-long swim in the outer harbour of Tal Verrar is regarded as near suicide.
Stiletto Wasps, whose stingers are the size of a grown man's middle finger. Anyone with a fear of bees will cringe when reading about these creatures.
Most of the powerful people in Locke's world are not the types you want to cross, as they will get their revenge, but Requin takes it to another level. After an attempt on his life that backfired and harmed someone else, Requin went on a Roaring Rampage of Revenge that included, among other things, breaking someone's kneecaps, cutting open their legs, removing the bones, and replacing them with fire ants.
What they do to red-headed girls in Jerem, which is so wrong that even the Thiefmaker who in Sabetha's own words would "suck a diseased rat's cock for a few coppers," and has no problem murdering pre-teens if he thinks they've screwed him, went out of his way and spent his own coin on hair-dye for her just to keep her safe from this fate. Jeremites pay large sums for red-headed girls so that they can use them in a sick ritual. It is implied that the girl is circumcised and then definitively stated that they are raped continuously to death by anyone who will pay the price. People with "rotted cocks" who want them cured will take a turn, deviants who want to sleep with a red-head, and all other sorts of lowlifes will rape the girl until she dies from the trauma they inflict. Apparently it's considered good luck to "be the one riding her when she dies." And the shrivelled cherry on this maggot-ridden cake is, they don't care how old the girl is. Even Sabetha, who is a dangerous thief and con artist, fears this fate so much that she's anxiously awaiting the day her hair goes grey, so she can stop dyeing it to hide her true hair colour.
The human chess in the second book. Basically, when pieces are taken, a penalty is placed on the piece in question - which can and is anything short of actual death, from being brutally beaten to being pelted with rotten fruit. Worse, the spectators are never there for the game, they're there to see the penalties.