This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Saints Row IV
While Saints Row IV is a bit more whimsical and light hearted compared to the previous games, there are still some very disturbing and nerve wracking moments, such as Shaundi pouring her heart out to a simulated and seemingly dead Johnny Gat, until he suddenly comes alive and tries to kill her. And then straight afterwards, the Boss has to navigate the Morningstar plane alone and jump over endless voids while screaming and disembodied voices flutter about in the background, disturbing the Boss.
The rescue mission mentioned above is extremely dark. It begins with the player on the same plane they jumped from during the third game only going backwards. When the player reaches the cockpit they find Shaundi leaning over the corpse of Johnny Gat in a room splattered with his blood. Then, without any warning whatsoever, the corpse comes back to life and attempts to kill Shaundi, forcing her to kill Johnny all over again with her own hands while screaming in regret and horror. After that the whole place turns (even more) surreal as the Boss is forced to navigate their way back through the plane with some serious Interface Screw, while faint voice clips mocking Shaundi play in the background. Fortunately, after the creepy first half of the mission is over the player gets to fight Veteran Childin a night club filled with sex dolls.
Falling into the Void produces even more nightmarish sights and sounds (Camera Screw and such), with the Boss (Female 1) saying something like "Let's not do that again..." after respawning in a voice that sounds genuinely disturbed.
Crossed with Tear Jerker but arguably when Zinyak destroys the Earth since it happens so quick and sudden and it's one of the few moments in the game that is not parodying tropes or Played for Laughs.
Alderaan does not feel the lack of parody, though the comedy is black as Hell. (As in the test firing of the Death Star.)
While the 50s simulation is noticeably off, it gets creepier once the Boss sees people glitching. He/she swears, and the police officer replies in a creepy voice with "We don't use that kind of language in Steelport..." Suddenly, the entire diner just stands in unison and starts shambling forwards like zombies.
The fact that Johnny had spent the time from his Disney Death to his rescue being forced to watch his girlfriend's murder over and over.
Using camera manipulation, you can take a peek inside CID on the ship. What do you find? A disembodied floating Kinzie head.
While it's funny when the boss catches on fire and starts screaming, if Kinzie catches on fire in Gat Out of Hellher screams actually convey pain and terror a little too well.
The No-Holds-Barred Beatdown the Boss receives from Zin soldiers when he tries to stop Keith David's coup. The Boss, a walking, breathing embodiment of the word badass, is so utterly unable to defend himself—to the point that he's begging Keith for help.
Every so often when you're bouncing around downtown, one of the light-up billboards will change to an image of Zinyak. Only this particular image isn't a parody advertisement. There is no caption encouraging you to submit to the Zin Empire. It's just a closeup of Zinyak's red eyes set in a Death Glare. And it's directed at you.
Zach and Bobby, the announcers of the Genki "Mind over Murder" activities, deserve a mention. Despite their attempts at sounding excited, and despite their genuine love of Professor Genki and his games, it's made pretty clear that they're not only being forced to comment on the activity, but they're also forced to mock the Boss, praise Zinyak, and joke about the Earth geting blown up despite being barely able to hold their grief together. At one point, Zach can no longer handle it and breaks down in tears, mourning his dead wife. It wasn't even a massive breakdown where he bashed against Zinyak and tried to flee, just some tears and saying he misses her. And even then, in the next instance of the activity, Bobby tries to calm his fellow announcer down from having another breakdown, reminding him about "what happened last time" to BOTH of them with the Wardens, and that "the probe is no joke". So, to recap: Zinyak abducted these two game show commentators, forced them to watch their friends, family and loved ones get blown up, then forced them to comment on how amazing he is, and when one of them showed even the slightest hint of grief, he punished BOTH of them with physical and sexual assault. It's honestly amazing they only had one or two breakdowns, and it makes their compliments to one another more powerful, since their friendship is all they have left.