The "Submarine" ending. You just emerge from the confinement room and the torture room, the two most suspicious rooms on the ship, and finally prepared to take a breath, you return to the lobby. There, you are met with the bodies of all the other characters, soaked in blood. Furthermore, you'd think the name implies Junpei would escape in this ending by the submarine, yet, Junpei gets stabbed in the back, in an example of a Jump Scare done right.
The gory, detailed descriptions of The Ninth Man and Nijisaki's mangled bodies. Although we never see them... well, judge for yourself...
"The dark reddish-black pool of blood... The scattered pieces of flesh... Organs strewn across the floor like the blossoming of a grotesque flower... The explosion that had torn through his body had beed powerful. The 9th man's neck had been twisted at an odd angle. Junpei suspected the explosion had thrown him against the wall. Half of his face was crushed, and the other half was covered in blood. Most of his abdomen had been emptied, either by explosion or by gravity. He had landed on his back, and stark white ribs jutted out of his chest like some sort of macabre crab."
The flashback in the "True" ending, that of Hongou insanely gawping at Akane in the incinerator varies between this and Narm.
To say nothing of how a child graphically melting to death...
Door 2 leads to some very horrible rooms. It's quite obvious that this wasn't just any old ship.
Pressing the keyboard in the captain's quarters. It's almost seems as if Zero put the dead guy in the room to give you hope. The cameras reveal that Zero could be watching you the entire time - and you didn't know it. When you press the keys, the letters come on screen, ZERO. As if to mock you.
Of course, That wasn't the real reason for the dead guy.
The game over theme, Quietus, could be considered this too. The first part sounds like someone's drift into madness.
Senary Game is an unsettling piece, too. And it works really well in the rooms it plays in, especially in the captain's quarters; hearing this after seeing Cap's corpse is chilling.
The first puzzle, in the 3rd class cabin. The room slowly filling up with water from the smashed window, knowing well what will happen if you don't hurry up and solve the puzzles. Of course, the room never does fill up, you're not on a time limit or anything. But the game gives no such indication, guaranteeing almost every player will have a panic attack at some point of the room.
Likewise, The sudoku puzzle in the incinerator, having to solve it with a five-min limit. Again, you do actually have infinite time. But again, it's not like most people would know this first-time.
Plus, the player has unlimited time, but the characters don't.
If you were to get stuck in a room, without the others who verified, you would be trapped in there, with the bomb activated for exactly 81 seconds, and there would be nothing you'd be able to do about it.
Also, if another player who didn't verify entered the room. We never see an example of what would happen in that case, but it'd certainly be just as ugly.
There are ways to be caught in an area with no means of exit. Just trapped in a tiny area, left to die. Mercury keycard, anyone?