Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Rambo
Really, facing Rambo is nightmare fuel on its own. This is especially emphasized in the first film, where it is clear that many of the people searching for Rambo are scared out of their minds trying to find him.
The mineshaft in First Blood. Cornered by the National Guard in the entrance to a cave? Crappy. Being covered with rats while half-submerged in water in a narrow passageway with only a torch for light while trapped inside a mountain? Terrifying.
Colonel Zaysen from Rambo III is this. He destroys entire Afghan villages, kills innocent people, women and children with mines, bio-weapons and other evil stuff For the Evulz.