His Crooked Man series is probably the highest source of nightmare fuel available from Pewds. The thumbnail of episode 1 has Pewds Kubrick staring at the viewer. Not too scary, right? But then in the thumbnails for the videos to come, his skin turns paler and his neck gets more and more elongatedas his eyes turn to black and his head topples over. It's just as horrific as it sounds, plus there's the page image. (You're welcome for that.) Actually justified because the Crooked Man is able to tilt his head to unnatural extents.
The Viscera Clean Up game, as seen in this video. Pewds manhandles a bunch of elves(' corpses?), throws some into a fireplace, and a bunch of other crazy stuff. He frequently says that the game is creeping him out, especially as he's holding an elf head that's staring right at him. And the blood. Oh my god, all the blood.
In this video, one of things Pewdie discusses is the at-the-time extremely-popular ALS Ice Bucket Challenge. He states that the challenge is something of a simulation of what it feels to have ALS, and he then proceeds to go into a description of the disease's effects that makes it sound just as horrific as it probably is.
"Just imagine yourself, your fingers stop working, you lose the ability to speak, your arms stop working, you can't walk, you can't do anything yourself, and your mind is still clear, but you're trapped in this body that you can't move. It's just awful. And...after that, you die."