This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Nine Hours, Nine Persons, Nine Doors
Junpei knew in that instant that he would take the image before him to the grave.
The "Axe" ending. After Clover goes Ax-Crazy, her Slasher Smile after killing Santa, Seven, and June. She never really started acting strangely until Door 1, and when you realise she has gone to get revenge on the others, you may believe she is just being an Anti-Hero. But, she walks out calmly, covered in blood, with a demonic, but cheery, grin on her face.
Junpei's own Sanity Slippage doesn't help either. He first describes Clover as if she was wearing a mask made out of human skin. Not literally, but her Slasher Smile didn't match the complete emptiness of her eyes. As he goes over the Despair Event Horizon, he starts seeing her as surrounded by a holy light, describing her as both a fierce god and a benevolent goddess filled with love. The shift in tone is completely unsettling.
Clover:[Looking at Junpei's palm via the monitors] You've got a short life line, Junpei...
The "Syringe" ending, exclusive to the iOS remake, which is a sister ending to the above scenario. Junpei forces his way through Door 3, where he finds "Snake's" corpse. Clover takes his insistence to go through that door as a sign he killed Snake, lures him down to the D-Deck, and then injects him with the same anesthetic Ace used to knock himself out. As he starts to pass out, he realizes he's about to fall into the water. He begs for help, but Clover just smiles and says she'd never help him.
The "Knife" ending. Something about the exact moment the player was stabbed is terrifying.
It has on more than one occasion said to make even those who had seen it before jump with shock...
Possible Fridge Brilliance: it's one of the easiest endings to unlock (and a very common end on first playthroughs), teasing you with questions that won't make sense until much later.
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."
Thankfully, the remaster for The Nonary Games makes these descriptions mostly avoidable in Adventure mode, although they are still present in Novel mode.
In the "Safe" ending, When Snake lunges at Ace "like a zombie," repeating "I'll kill you." Although Snake is, of course, on your side, to see the normally calm and reserved character be broken so far from his usual demenour in a mad, unending, determined rage is still unsettling.
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.
And if you thought the actual in-game version was scary, this fan-made remix will make you cry in fear. The first few notes are especially torturous.
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?
Uranus keycard, too. Once the two groups split up in the chapel, if the wrong group takes the Uranus keycard, they'd be unable to get the Neptune keycard, nor to return.