Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Perdido Street Station
Mayor Rudgutter's audience with the Weaver.
Magesta Barbile discovered by a product of her experimentation. The experiments themselves are also (literally) this to the citizens of New Crobuzon after a while.
The descriptions of the Cacotopic Stain were terrifying for some readers.
The Ambassador of Hell, a demon with two voices, one a carefully calm and level tone, echoed by a tortured voice screaming in agony.
Rudgutter suggests that the screaming voice is the Ambassador's true voice, with the calm, dignified one merely being an echo, rather than the other way around.
Remaking: Criminals in New Crobuzon can be "Remade", twisted by science and magic to be punished for their crimes. Like having their legs cut off and replaced with tank treads or having their heart replaced with an internal boiler. There is a passage in the story that talks about the Remakers having a "sick sense of art" about the punishments. See Squick.
Going back and re-reading the scene of Isaac's dreamshit-induced visions, now that you know that every one of the experiences he re-lives is that of an actual person who'd had their minds eaten and digested by the slake-moths.
The giant moths that suck your entire consciousness out through your throat. Not even getting into their appearance, though apparently their wings hypnotize you. And they're being kept so that people can take their milk and use it as a halluciogenic drug. And the said drug is the combined consciousness of all the people that have been "drunk" by the moths. They only get more terrifying the longer you think about it.
However one feels about his deeds, the description of Yagharek's punishment in one of the last chapters is horrific. His wings weren't just cut off; they were sawn off.