This is based on opinion. Please don't list it on a work's trope example list.
Nightmarefuel / Harry Potter and the Goblet of Fire
It's treated as a throwaway gag, but in order for the Quidditch World Cup to be held, it was necessary to inflict amnesia and varying amounts of mind control on dozens of people who weren't doing anything nastier than visiting/living in an out-of-the-way bit of the moors.
The Unforgivable Curses. They are so-called and net a lifetime sentence in Azkaban for very good reasons:
The Imperius Curse. Imagine being forced to do things like mutilate yourself and kill others with it. It puts you in a blissful state where you feel removed from any concept of consequence or responsibility. In other words, not only will you do whatever the caster wants, you will be happy while you do it.
The Cruciatus Curse, painful enough that two of its victims were rendered insane for life!
And last but not least, Avada Kedavra. Lily and James sacrifice themselves to this to protect a baby Harry, and Harry sees it hit Cedric and later Dumbledore with his own eyes. The utter horror of the Killing Curse is just too mind-boggling to think, especially for the Muggles. Imagine, it is a spell that is cast specifically to kill. It's like shooting with a pistol, except that pistol kills because it inflicts messy biological damages, which may not always happen with fatality (though as the word says: "When you shoot, you shoot to kill"). The primary characteristic of the Killing Curse (and why it is so handy to dark wizards) is that it leaves no biological damage. Once you are hit by the green flash, you just drop dead, your internal organs being as the same before, except that they immediately stop functioning. Not even the wizards know why exactly it happens; imagine having to explain it to Muggles who have absolutely no idea why their neighbors suddenly have their life force ripped as if the beings above strip them of their right to live.
The second task of the Triwizard Tournament in the Black Lake in the film adaptation... the merpeople's design and their shockingly aggressive attitude when the Berserk Button is pressed.. Viktor Krum's transfigured shark head, the Grindylows, which, despite the fact that they were only seen from a distance or below, were extremely territorial...
"It looked as though Wormtail had flipped over a rock and revealed something ugly, slimy, and blind. Only worse, a hundred times worse. [...] A crouched human child, only Harry had never seen anything that looked less like a child. It was hairless and scaly looking, a dark, raw, reddish black. Its arms and legs were thin and feeble and its face — no child alive had ever had a face like that — flat and snakelike, with gleaming red eyes."
The entire graveyard scene, really, which was complete with mutilation, dead bodies, torture, and giant snakes. In the aforementioned scene, when Pettigrew chops off his hand, you can see the hand coming off.
In the film, Fleur's scream of terror upon seeing Cedric dead.
Out of all the Nightmare Fuelish scenes in the Harry Potter series, one of the most unnerving has/had to be in "The Madness of Mr. Crouch". You have a possessed man, dragging himself through the forest — foaming at the mouth — talking to a tree one moment, then desperately clutching at Harry's robes the next, issuing a warning and saying his son's death was all his fault. All the while, Harry can do virtually nothing to help the situation, Viktor is useless, and Crouch Sr. still gets killed.
While the book and series focus on Cedric, this (and Frank Bryce) were actually the first true deaths in the series. Both minor characters, so they're sort of skated over, but upon re-reads, it's really the first warning sign that the stakes are about to get really high.
And then his corpse is transformed into a bone, and buried so it can never be found. And all this was done by his own son.
"I'M YOUR SON! I'M YOUR SON!" Crouch Jr. screaming and begging his father incite pure feelings of terror in that moment.
Fake!Moody reverting into Crouch Jr. and clawing at his own eye... because another eye is trying to grow in the place of the magical eye Moody had to replace his lost one.
Also, this eye itself is a little scary because it's electric blue, it can move independently from the other eye, and it can see inside Moody's head and through solid objects
And after he pulls it out, it keeps swiveling around of its own accord!
Moody was locked, bound and gagged, in his own trunk for ten months. Anyone who fears And I Must Scream will shudder at that thought.
Three words: "Kill the spare". Cedric Diggory, a 17-year-old popular Hogwarts student who participates in a tournament that can finally raise his house's prestige with a successful Quidditch career, a caring father, and a loving girlfriend, with a compassion to his fellow compatriot on the tournament even if it reduces his prestige and goes out his way to help him, killed because he happens to be in the wrong place at the wrong time. From this point onward, it begs no question of why Harry acts paranoid at all times and desperately wants no one to associate with himself; he's afraid that Cedric's fate is going to befall them. Though, it also speaks an awesome moment for his friends and Ron and Hermione in particular, who stubbornly always follow him no matter how dangerous being in that position is.
The whole scene in the book where the Death Eaters first reveal themselves at the Quidditch World Cup. Even though they don't cause any lasting harm, it's made abundantly clear that they're essentially a lynch mob with magical powers. It just gets worse when the main trio runs into Malfoy, who smugly informs the Muggle-born Hermione that they're targeting Muggles. From that point on, it was impossible to ignore the real-world subtext of this series.
Malfoy: Granger, they're after Muggles. D'you want to be showing off your knickers in midair? Because if you do, hang around...they're moving this way, and it would give us all a laugh. Harry: Hermione's a witch! Malfoy: Have it your own way, Potter. If you think they can't spot a Mudblood, stay where you are.
And let's be honest: Malfoy's "knickers" line is about fifty times more unsettling if you're over the age of thirteen. To someone who's old enough to know about the concept of sexual harassment, Malfoy comes off like he's not-so-subtly suggesting that Hermione might be raped.
Which is certainly a disturbing enough implication on its own, but the fact that Hermione is a fourteen-year-old girl just adds so much more Squick to the scene.
Oh, and it gets worse. These particular Death Eaters likely aren't strangers to Malfoy. The fathers of his two lackeys were probably in there. Hell, his own dad was probably in there.
The scene where "Moody" tortures the spider is one of the most disturbing scenes in the series when put into context. Crouch Jr. was the among the Death Eaters who tortured Neville's parents into insanity, and now he is performing the same thing on a spider in front of Neville just to torment him, under the guise of being a concerned teacher preparing the class for life.
While it's more intimidating in the film than in the book, the Death Eater riot at the Quidditch World Cup has quite a bit of terrifying imagery.
This far and no one's mentioned easily one of the darkest and most disturbing moments of the film? Though I don't blame you... but let's give a hearing for Voldemort's return. It's not just the fact that he's done something incredibly dark to return, not just the fact he killed a seventeen-year-old, whom he saw was spare weight... it's because of what this MEANS. Avada Kedavra doesn't have just ONE survivor. It has TWO. One of which is THE MOST evil and vile wizard of the past century. A monster who started a war because he wanted to rule over everything. Seeing it in the film and reading it in the book doesn't change ANYTHING about what it means... and imagine Harry seeing him not in another person's body, not as a child, but what was most likely him as he looked at the height of his powers... the same monster that killed his parents.
The Erklings in the video game version are creepy as hell. They are known to lure children away from their parents to eat them. Oh, and they also sing this eerie melody.
The fate of Bertha Jorkins: she's captured by Wormtail and brought to Voldemort, who then proceeds to torture her for information about the Quidditch World Cup and the Triwizard Tournament; even managing to break through the Memory Charm Barty Crouch Senior placed on her. Note that he doesn't specifically mention the Cruciatus Curse; he only says "with a little persuasion" — so there's no telling what methods he used to get all he needed out of her. When he's done with Bertha, her mind and body are both damaged beyond the repair of even magic, and utterly useless if he tried to possess her — and so, as he describes it to the Death Eaters, he 'disposes' of her, like a bit of rubbish.
It's never said outright, but... Bertha Jorkins was captured and implied to have been held by Wormtail and Voldemort for a good, long while. The body that Voldemort uses before the regeneration spell, is described basically as looking like a deformed fetus. There are several implications that can be drawn from this, and all of them are horrifying.
Fortunately, said possibilities are overruled by a brief explanation Voldemort gives to his followers. He and Wormtail made what has since been referred to as the "rudimentary body potion", made with unicorn blood and venom from his devoted Nagini. Still disturbing as all hell however, seeing as Voldemort's body was incredibly feeble and required the potion regularly to sustain himself and the result was still a deformed, monstrous excuse for a human body.