The unlockable "big head enemies" cheat. Fighting the game's menacing creatures may not be too scary, but just wait until their ugly heads swell to an unnatural size.
In the HD port of the first Ratchet and Clank, due to a graphical error right at the end of the PDA cutscene on Oltanis, Captain Qwark's pupils inexplicably disappear. While it doesn't sound that creepy on it's own, it can be a rather unexpected surprise for new players.
In Size Matters, Ratchet's drugged out sequence. The chainsaws and Ratchet's occasional desperate wailing don't help.
Going Commando has planet Snivelak. It could be said that the planet is one of the most darkest and scariest in the Ratchet and Clank series.
The Swamp monster from the same game. We first see it throttling a scientist before fighting Ratchet, while never showing more than a few tentacles and an eye stalk. Kinda creepy, but it gets far worse when you face it as a bonus boss. You get into it's lair by sliding down a pipe, and then falling, to end up trapped in a dark cavern with very little solid ground and no apparent way out. And then there's the monster itself: A horrific, slug-like thing with lots and lots of teeth, tentacles, and pincers. It tries to eat Ratchet alive.
Up Your Arsenal, Qwark's Hideout is guarded by security robots that look like Qwark. As with many enemies their armor falls apart as they take damage, revealing the silver robot beneath the armor. The scary part is that when they fall down, you can't assume they're destroyed. They've lost their legs, but they will drag their torsos across the ground with their hands to try and swipe at you, looking like robotic zombies.
Most of the villain's schemes can be seen as Nightmare Fuel if you look past the humorous nature of the games:
Ratchet & Clank featured Drek ravaging and tearing apart numerous planets to use their resources to construct his own world - which he then plans on polluting so that he can do this all over again.
Going Commando involves the Protopet - a genetically-engineered "perfect pet" for children that is actually incredibly violent and attacks anyone on sight. You visit a city that is literally overwhelmed by them, and see numerous [robot] citizens being destroyed. The fact that they can multiply very quickly does not help...
How about the reason why it happened? Quark decided that since his reputation was ruined in the Solana galaxy, he would cause a scheme that put thousands if not BILLIONS of lives in danger. And then he put the batteries in the wrong way...
Up Your Arsenal has Dr. Nefarious seeking to turn the entire populace of the galaxy into robots via a doomsday device. But it goes beyond that - Nefarious and his allies essentially see their plot as a genocide of all organic lifeforms.
Deadlocked sees heroes abducted and forced to compete in a reality TV show called Dread Zone where they are forced to compete against impossible odds. The producers and hosts of the show want as many contestants to die as possible, and if a hero refuses to compete, or tries to escape, then their permanently-affixed Deadlock collar EXPLODES.
Deadlocked and Secret Agent Clank has the Reapers a mutant gorilla hedgehog crocodile race.
Size Matters has the Technomites - a vast, microscopic race that is responsible for the development and operation of almost all technology in the known universe turning against the galaxy. The fact that the enemy is invisible to the naked eye and yet potentially controls every piece of machinery in existence would've allowed the Technomites to be a far more dangerous threat, if that'd been their plan.
Tools of Destruction's main villain, Emperor Tachyon, has two aims: bring back a race of Always Chaotic Evil Cragmites so that they can resume draining entire planets of their resources and kill anyone who they happen not to like, and kill every Lombax in existence - men, women, and children.
A Crack in Time has General Azimuth, whose mad determination to undo his past mistakes and risk shattering the fabric of time and space can be quite horrific after seeing him as a hero for most of the game up until that point.
The first game has planet Oltanis, a dark, always rainy city filled with dark alleyways. Sadly Clank gets zapped by lightning (he gets better), leaving Ratchet to go and explore the city by HIMSELF.
In Tools Of Destruction there are giant jellyfish in Stratus City, they do not hurt you but the way they are just there is unsettling.
Ratchet and Clank: Into the Nexus runs on this since it is taking a spookier direction.