This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Mondo Agency
The main enemies are red, flashing sprites that resemble the old LucasArts logo. In this game, dying normally results in a screenful of TV "snow" accompanied by loud static... Unless you're killed by one of the little red flashy-men, in which case you're treated to a seizure inducing flashing screen first. Who knew something so humorously low-tech could be so horrifying?
Oh, and the TV-headed people of Mondo Medicals return. They don't shout, though... At first. Then you come across the "Terminal Illness" level, where a TV man screams about how much he is in pain, and then his head explodes into tiny balls which then run around trying to kill you.
The game ends after a particularly Nintendo Hard couple of levels, with one of the easiest levels in history. All you have to do is press three switches. There's no pressure, no enemies. Just press the three switches and you win. Except first you have to hear the Big Bad emit a horrifying screech as bits of him slowly explode. It is without a doubt one of the most profoundly disturbing things in all of gaming.