The short story "The Problem of Susan" is an interesting read, discussing the importance of children's stories and the rather cruel treatment of Susan in the Narnia books. Then, at the end of the story, we are treated to a Squickily allegorical dream sequence involving someone getting eaten by a lion, but still living, thus having to watch their siblings get eaten before their very eyes. And then there's bestiality. Seriously.
Oh, there's so much worse. All of Susan's body has been eaten by Aslan except for her head. She's dead but still aware, and, having died with her eyes opened, she's Forced to Watch as Aslan slowly eats her sister. As for her brothers, all that's stated is that the White Witch takes them but exactly what she does to them is never elaborated on. It's only said that they end up as some twisted... thing. Aslan then performs oral sex on the Witch. Susan's torment only ends once Aslan devours her skull.
There's also the shock factor of Aslansuddenly committing betrayal and brutality. You'll never see him the same way again...
The short story Keepsakes and Treasures describes the narrator's rendezvous with a prostitute, with whom he deals gently and considerately... initially. So far, so... surprisingly unsquicky. Then everything promptly takes a bullet train to hell when you find out that she was nine years old.
That's not to mention the narrator talking about his backstory (mother institutionalized on probably trumped-up accusations by her own father kills herself, leaving the narrator in a sucky orphanage and with a drive for revenge on whoever his father was...) and his casual description of his current job as "troubleshooter."
"Babycakes", by Neil Gaiman; a little piece written for PETA that's about exactly what the title says.
How about American Gods. Let's see, there's the bit at the end of the first chapter where a prostitute literally devours a john with her vagina; the dream sequence detailing the life of a boy raised specifically to be sacrificed; the perverse descriptions of the new gods (who are all based on seemingly innocent aspects of modern life); a description of the utterly horrible and terrifying life of a slave in the Caribbean; oh, and there's Laura's first hand account of what it's like to be one of the walking dead.
Don't forget Hinzelmann. And the car under the lake...
Interworld contains another bit of disturbing imagery. One evil empire wants to boil down the protagonist's body until only his soul's left to power their spaceships; the other wants to drain out his energy over the same period while keeping him in cold storage. In my opinion, each method is a worse way to die than the other.
"Feeders and Eaters" from his short story collection "Fragile Things." It's based on a nightmare he had when he was twenty, he says in the introduction, and that ought to give you a hint that nothing good will come of it. Involves a half-eaten live cat and an air of overwhelming ickiness. The man telling the story lived next door to an old woman. One day, he finds her bedridden and incredibly weak. She requests some meat to eat to get her strength back. He brings her sirloin but it's later revealed she's been eating the missing cat that belongs to the family who rents her, her room. The cat's been half-eaten, the bones on its lower half having been picked clean, but it's still alive and in pain. When the narrator found the cat he mercy killed it by stomping on it to death. Having been feeding off the cat to keep herself alive, she begins feeding on her neighbor to take the cat's place. Formerly handsome and muscled, the man now looks emaciated and dead as the woman slowly devours him alive. Small scraps of meat are still on his bones, like what you see on half-eaten chicken wings. What's worse is that the man clearly wants to die, but for some unexplained reason he's in the, now young, woman's thrall. The apparent indifference of the protagonist to his old friend's situation only makes it more disturbing.
For anyone living in Portsmouth, where Gaiman grew up, "Queen of Knives" is fairly nightmare-inducing in its familiarity.
Just a word to the wise: do not read The Hidden Chamber late at night.
His story 'Down Among the Dead Men' published within the book Zombie Apocalypse! Fightback — when he narrates it, it's even more terrifying.
'Other People' contains a unique, and utterly terrifying, depiction of Hell. "Time is fluid here."