Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Papers, Please
On the last day before the audit, the terrorists go all out, driving a truck over one of the guards behind you, then gunning down the other two without any difficulty. Then, they pause... and calmly start walking towards your booth. You will never feel more fear in the game than the moment that you're desperately trying to get that key in the lock and pull out that gun.
And on top of that, most of the "bad" or even "bittersweet" endings as well: the player either ends up killed or imprisoned, or has to sacrifice potentially several of his family members.
Terrorist attacks in general. The first one (on the second day) doubles as a Jump Scare, as you aren't given any forewarning by anybody, and you also can't do anything to stop it - the other guard shoots the terrorist dead, but gets himself fragged by a grenade afterwards. And it only goes From Bad to Worse when they escalate...
Sergiu: There is more action at this checkpoint than in the war. I fought in Kolechia for 5 years. If you think it is bad in Arstotzka, it is ten times worse in Kolechia. I do not blame them for coming here.
The Antegrian whistle blower who comes to Arstotzka. If you admit her, the next day news say she was admitted in and promptly disappeared. If you deny her, the next day news *also* says she disappeared.
On one occasion, an entrant in the line shouts, "DEATH TO ARSTOTZKA!" They then shove a bomb into your hands and run. If it weren't for your guard friend's non-chalant reaction to the whole thing, this would be even scarier.
Also, the appearance of this character is random, so you might get someone with a Slasher Smile trying to kill you with the bomb.
"For Kolechia!" This is shouted shortly before a terrorist suicide bombs the guards.