This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Ghost Trick
The "4 Minutes Before Death" scene where the Justice Minister dies of a heart attack was probably supposed to be funny in its cartoonishness. If you've ever actually seen someone have a heart attack, it's... not.
Even if you haven't seen someone have a heart attack, it's not funny.
To elaborate, a list of all the deaths in the game up to that point: rendered unconscious by the shock of a point-blank shotgun wound, then, still unconscious, killed by a subsequent two-story fall; Instant Death Bullet; Instant Death Bullet sniping; Instant Death Bullet shot from an otherwise rather amusing Rube Goldberg machine; crushed by a giant plastic chicken; died instantly in a car crashnote Those last two may be better off reversed.; rendered unconscious in an electric chair explosion, then succumbed to injuries shortly afterward in the moratorium; man spasms around in horrible pain, screaming, reaching for the medicine that would save his life and launching it across the room in his spasmodic state, even knocking his water pitcher that would at least buy him some time off the table, spends his last few moments in utter hopelessness, and just keels over, betrayed by his own body.
And of course, fail to alter the past on your first try and you'll have to rewatch the whole scene. Believe me, it doesn't get any easier to watch.
Even though Sissel alters fate repeatedly throughout the course of this game, the victims remember everything about it in full detail, even if it takes them a while to do so. This is why Sissel is so desperate about saving the final victim immediately, so that they don't have to experience this pain.
If you're ever caught by Other Sissel/Yomiel: He freezes time, looks straight at you, the player, and basically says that you can't stop him, before he causes a game over.
The first few scenes where Yomiel is walking around among the living are pretty creepy on their own. He takes a bullet to the chest but simply gets back up unharmed and kills Cabanela with his own gun, rises off an autopsy table in a limp, back-arched fashion, and simply stands smugly while a massive explosion happens around him. His inhuman capabilities can really mess with a player's mind the first time they see him (leaving you to wonder how are you going to stop this man).
Chapter 17 has the characters trapped in a sinking submarine with no way out. As Yomiel puts it, "The only thing left to do is wait for water pressure to crush the sub."
Just how close Commander Sith came to winning at the end; despite everything you've done to get this far, it looks like the game will end with most of the main characters dead and the ghosts trapped at the bottom of the ocean forever.
In the ending, it's revealed in the first timeline, Sissel refused to help Lynne. As a result, everyone died and we get to see it. After spending the entire game getting to know the characters through Sissel, watching him just go away and everyone else suffering because of his decision is both sad and frightening.
It can get worse when you consider Missile-Prime struggled for ages trying to work out how his ghost powers could save those around him and failing every time. Seeing people he loved die not just once but over and over and being unable to figure out how to make it go away.
In the sequence detailing Missile's second death, mysterious waves emanate nearby underground. Seeing as they were seen coming from your dead body at the beginning of the game and Ray stated that only some people get to use ghost tricks, well... let's just say it was was very relieving to find out it was just a meteorite...
The Manipulator. Imagine you're going for a pleasant walk in the park, when suddenly, you black out. When you come to, there's a dead body in front of you and a smoking gun in your hand. Then, you're wanted for murdering this person, even though you know you've never seen them in your life. Only to then see video evidence that you did, in fact, kill this person. It may or may not be made worse if you know that you did it because a non-corporeal being was using you as a meat puppet, and there was nothing you could do about it.
The first appearance of Yomiel. Cabenela shoots him, his corpse goes rolling back on the stepstool cart...and then the cart comes rolling back and he slowly stands up again. The fact that he's wearing what Sissel believes to be his own face makes it even scarier.
In the same scene, if you get noticed by Yomiel, he stops time and looks right at you, telling you that there's nothing you can do to stop him.
Possessed Kamilla. It's worse if you know that the original plan was for her to shoot her own father.
Despite Sissel having altered the timeline at the end of the game, the existence and the research into the Temsik meteorite still persists. With this in mind it's highly likely that research on it will advance rather quickly and the goverment will at one point be able to create manipulators of their own. The power they'd have in international politics would be unprecedented!