Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Persona 4: Arena
The beginning of Mitsuru's story mode reveals that the Kirijo Group invented a device that installs pseudo-potential into people and establishes an imperfect miniature version of the Dark Hour.
The description how one of the recruits of Public Security is overwhelmed by his Shadow is reminiscent of similar scenes in Persona 3.
The recruit fell to the ground with an agonized scream. A black, tar-like substance began flowing from his every orifice.
Next he stands up, still vaguely humanoid, but almost entirely covered by the Shadow's ooze and with red-glowing eyes, before he transforms into a beast at whose side a mask seems to be stitched against. He gets better, but still...
Some of the "The Reason You Suck" Speeches delivered to the members of the Investigation Team ostensibly by their friends are damn chilling. For example, Yu's lecture to Chie sounds an awful lot like Adachi's Motive Rant in Persona 4, albeit with it being directed to Chie rather than Adachi talking about himself, and it's not helped at all by Yu & Adachi sharing a voice actor.
Yosuke running into Chie in his story mode, simply for the warped version of Chie happily deciding she's going to eat one of her closest friends.
In Aigis' story mode, Naoto gives a lengthy and brutalBreaking Speech to Aigis about how she's Just a Machine and she can never truly have emotion or humanity before they throw down. It's all just part of the illusion and it's followed by a sweet moment and a funny joke once the fight's over, but it's really hard to sit through, and Aigis almost seems like she's going to cross the Despair Event Horizon right there.
The sequel's hints so far that this is coming true. Not only there has been drastic changes in the real world to be a mixture of Midnight Channel and Dark Hour, the news so far are that Aigis, Mitsuru, and Akihiko have been captured and crucified... which would mirror what Nyarly did to Eikichi, Lisa and Jun in Eternal Punishment and had the plan not fail, it would've initiated The End of the World as We Know It. It looks like Nyarly has gathered enough experience for Round Two. Oh Crap, indeed.
Labrys' Story Mode, which explains her backstory. More precisely the part where Labrys forced to destroy her sisters from the 5th Generation. The scene that better described as robotic version of Berserk-patented violence, with highlight scene when Labrys Rocket Punch an android's face until it shatters in close-up complete with Symbolic Blood. Came the part where Labrys fights her surrogate big sister Unit #024, and she came close at regaining her senses before she's highjacked by the scientists. #024 was spasming in her hand before Labrys breaks her neck, all while the scientists are applauding the entire display. What Measure Is a Non-Human?, indeed...
You would think a cute Robot Girl with a Kansai Regional Accent like Labrys wouldn't be such a source of Nightmare Fuel, but she is. In one of the trailers it shows a cutscene of one Labrys punching in the face of another, causing a very graphic and close up Your Head A Splode. The fact that they are robots do not deter the scene from appearing very gruesome, perhaps because of their Ridiculously Human Faces. And then there's her Mortal Blow, which has her slashing her opponent many times with her axe until the opponent is on the ground in front of her. She looks down on them with a murderous look on her face as she retracts her Variable-Length Chain arm from high above her and slams it and the axe down so hard it shatters the camera, leaving no evidence of the body… The best part, her Shadow is not this creepy.
To make matters worse, we have the "Dark" Announcement Room stage. The background in the Announcement Room stage transforms into a red, hellish factory that has various android body parts hanging around or on the conveyor belt that leads to the incinerator and what seems to be blood running down the window. This is where Shadow Labrys is fought.
In the recently announced sequel, almost every character (except for Elizabeth and Shadow Labrys) has a "Shadow" mode as a separate character, effectively doubling the roster. The bad news is that each shadow character has a new◊nightmareface◊ to go along with them.
Things are not looking up for the Investigation Team and remaining Shadow Operatives in the sequel. Aigis, Mitsuru, Akihiko, and Fuuka have been kidnapped; the Dark Hour and Tartarus have returned and are now affecting Inaba; and their Shadows have been manifested once more. What else can go wrong?Adachi is back.
And just like last time, water becomes blood during the Dark Hour, explaining the red fog.
Adachi isn't allied with Sho or the Entity, but he does give a warning at one point in Arcade Mode: "If you spend too much time fighting, you might not be able to return things to normal." When Tohru friggin' Adachi of all people is telling you to get it together, that should tell you how serious this situation has become.