The second mission with the stalker and abductor of women. But even more so in the eighth mission, where you investigate the hideout of a notorious crazy apocalyptic cult. The whole place is genuinely creepy, especially at the end, where you enter the basement of the dilapidated appartment building belonging to the cultists. It turns out they willingly killed their own children and buried them there.
Not to mention in St. Michael's Hospital (which was invaded by North Korean Elite Soldiers attempting to kill a South Korean diplomat). One of the rooms of the hospital's children's section (yes, they have a children's section in this game) had birthday decorations like balloons and banners on the walls. However, although the beds are abandoned, the walls are splattered with blood, and there will almost invariably be terrorists hiding in that room. And, as according to the briefing, the elite soldiers had slaughtered everyone they came across in the hospital, one can only assume the worst for those children. Somewhat fortunately, 'Hide Your Children' is still in effect.