This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Samurai Warriors
''SW2'' - The escape from Honnoji in Magoichi's story. First, it's a stage following the death of Nobunaga Oda in a foggy dark night and the game's mechanic disabled the mini-map (AND you can't even see yourself on the pause menu map either), making it VERY EASY to get lost in the middle of nowhere and further away from your escape point. Second, even if Magoichi loathed Nobunaga and finally assassinated him, he still feels guilty and realizes that his death means causing the land to fall into chaos shortly after, thus a ton of said guilt is haunting him. Third, this creepy as hell music plays mostly for the entire stage. Fourth, it is implied the entire stage, or at least the pursuing Oda army whom Magoichi fought throughout his escape, is merely an illusion created by KotaroFuuma. Well, at least it's pretty clear that the fake Nobunaga who shows up near Magoichi's escape point is indeed an illusion.
SW4-II - In Hisahide's scenario, he seemingly spared Ranmaru... then after ordering him tied up, he ordered him getting Buried Alive (when even Gracia only gets to be put in a box). Other retainer get swift deaths and Ranmaru gets... that!?