This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Grand Theft Auto: Liberty City Stories
Several thing that makes Toni Cipriani pure Nightmare Fuel. This is evident in the mission "Dead Meat", where he kills a man with an ax and dismembered him, and takes over his remains to a butcher for his remains to be sold.
Donald Love is made of this. At first he seems like your run-of-the-mill mission giver, a corrupt businessman running for mayor. Then you see a half-eaten torso on his dining table, and later in the game Love instructs you to bring the corpses of his former mentor Avery Carrington, and reporter Ned Burner to his hangar for some "company" during his flight.
Oh, and he arranges for the destruction of a fully inhabited residential area, just so he can rebuild the whole area for profit.
Cruising around some parts of Shoreside Vale after completing the game is this. You're surrounded by heavily armed thugs that can come at you anytime, from any direction, and will kill you without any provocation.
Seeing Giovanni Casa in a diaper is funny, but it becomes apparent that the prostitutes he hired are a bit scared of him, and he starts chasing after them. What was he planning on doing, exactly?