This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Log Horizon
The very beginning of this, if you think about it: One day, you're just playing a game, and suddenly, you're pulled in without reason or explanation. You're just there, as your character, doing whatever your character was doing, even if that entails a dangerous dungeon where a single misstep could be death. While players are able to band together to prevent anyone from dying in the opening moments of the apocalypse, imagine how terrifying it was to go from staring at the screen one moment, to having a vicious monster trying to eat your face off in the next.
Episode 19: Minori shows off the Full Control Encounter she copied off Shiroe and how she can effectively see five seconds into the future because of it. While this is initially awesome, it takes a darker turn when the direwolves show up. Full Control Encounter tells her that her brother will die because the wolves reduce his HP faster than they can restore it, and without their tank, the rest of them will die, and without them, the town of Chousin will be ravaged. There's this terrible Slow Motion scene where she's desperately trying to find a way out of a tragedy five seconds in coming and comes up with nothing; dead end, game over.
Novel is darker, she can predict most outcomes for 5 minutes(and choose the best), not 5 seconds, it is 9 seconds before her brother dies, 32 seconds after Serara used Heartbeat healing. But also not as serious as it seems, since they would have all been revived as Adventurers, sans Golden Retriever boy Rudy who is a native people of the land. Rudy tried to sacrifice himself to save the party and the town and overturned Minori's predictions.
Episode 25: Shiroe's encounter with Nureha. He was supposed to meet with one of his contacts that was spying for him in the city of Minami, but finds the disguised Nureha. She implies that Shiroe's contact was unavailable to meet him...and given that Nureha is a guild master that runs an entire town and bought the Cathedral, potentially forbidding any Adventurers from reviving if she chooses, the implications are very dark. Darker still are Nureha's intentions. Even in the anime version where sexual tones and fanservice are heavily downplayed from the light novel, Nureha still expresses copious levels of seduction and danger.
Second season gives the aversion. The spy was an old friend of both(Kasuhiko), and he appeared to be in one piece and still spying for Shiroe.
Death not being permanent can enhance the fear effect. Because you still experience all the pain that comes with death or at least some of it (if you're level 90 with massive defense stats, the pain you experience is mostly nullified that a sword slash is like a punch from a kid) it can be seen as prolonged, indefinite torture.
Soujirou is not someone you want to be in the same room with when he's angry. Case in point, his attitude towards the Serial Killer. The formerly cute kid looks like a psychopath as he plots to take him down. It's a good thing he's a good guy, because he would make a terrifying villain. Think of it, he is modeled after the guy with a same name in Rurouni Kenshin, who IS on the bad side.
Season 2 Episode 19. The sheer glee in which the Knights of Odyssey go to their deaths is just disturbing(ly stupid).
A minor example, but near the end of the final episode, it's revealed that Krusty still has Misa's severed arm with him, with the implication being that he plans to return it to her. That said, it can be rather unnerving when said arm suddenly begins twitching.