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Nightmare Fuel: PlayStation 2
Whenever a PlayStation 2 identifies a disc that you insert as pirated or the wrong format, you get the Red Screen of Death. The screen turns red and the theme suddenly goes from sounding futuristic and amazing to dreadful and haunting, and you are told "Please insert a Playstation or Playstation 2 format disc." This is especially freaky when it sometimes misidentifies a perfectly legitimate disc as the wrong format, and many a gamer was scared into believing their console may have just bit the dust.
Even worse is having that screen appear while you are in the middle of playing a game, not expecting it at all.