This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Shin Megami Tensei III: Nocturne
Humanity dies in a flash of light as the Conception begins. That flash of light, followed by the Magatsuhi flowing out from buildings you see before Tokyo wraps itself up into a ball? That's humanity being wiped out in the blink of an eye without a fighting chance! And you can only watch.
When the Young Boy transforms you into a demon against your will by dropping a wriggling leech-like creature into your eye, which then burrows straight into your brain. And this is all done from a first-person perspective. Watch it here.
We'll sacrifice the Son of Heaven! Man's greatest glimpse of fire red! Oh how they're lost in their prayers for our greatest god! Let me sleep, please! I am a man, half human! I am tired as heart and person weaken! On the name of God! I will not crack! Can you hear them? God! I will not crack! Can you hear them?!?
Even the demons are begging God for help in this setting. Something has gone seriously wrong.
The fierce battle theme. The lyrics, which also sound like demonic tongues when you first hear them, evoke images of our hero being put on the spot by an inquisition. Additionally, some lyrics are sourced directly from the King James Bible.
I'm heaven, above outside you! I have your back to the wall! Survived the fall from grace! Drink of the wine of the wrath of God! One more God rejected! I'm heaven, above outside you! One more God rejected! I have your back to the wall! One more God rejected! Survived the fall from grace! Thou shall not oppose the wrath of God! FEAR! Fear god and give glory to Him For hour of His judgement has come to you. NOW! When the thousand years have expired, Satan will be released Judgement has come to you!
Good lord, Gozu's priestess. The first time you enter Gozu-Tennoh's chamber, you're confronted with THIS. note It stops about 30 seconds in. But the cracking of the twitching Manikin just keeps going...
Sakahagi, who happens to wear a bandolier made of Manikin faces that he killed and skinned himself, and also goes through those twitchy palpitations that most Manikins do.
Yuko possessed by Aradia. While Aradia's words give her the impression of a cryptic but supportive personality, Yuko's body twitches like a Manikin in overdrive and teleports like mad. It's more or less the picture of insanity, especially since Yuko's face is hidden from view by a near-formless "mask".
Isamu after his awakening in the Amala Network. Not only does he have the same "disembodied empty faces" motif that Sakahagi has, Isamu's extra faces are not clothing. They're growing out of his body.
Also when the second phase of your fight against Noah has a giant, creepy version of Isamu's head sticking out of a giant fetus's body.
Chiaki after gaining Gozu-Tennoh's power. Actually a bit less creepy than Isamu in body, but her right arm being some roiling, seemingly boneless-at-times thing would be enough to give anyone nightmares... of course, her crushing a Manikin's face and tossing him away like a rag doll add a lot to it too.
The angels. Fighting three of the top seraphs is bad. Seeing the ground troopers respond with such joy to Chiaki's sadism? Frankly horrific.
Before the Nightmare System fires and after escaping the Mantra HQ, go back up to the arena where you fought Thor. You'll see a pair of Pretas and a Manikin, who explains that whoever loses to the guards are eaten alive by the Pretas.
Kabukicho Prison. One side's sunny and the only notable thing are the many empty rooms. The another side is chock-full of Manikins being tortured and drained of their Life Energy. Brutally. Routinely. Normally.
Learning the identity of the Merchant and the Killer in the Fourth Kalpa, and a lot of very hard truths about the Manikins' origins.
The Diet Building. The place looks ominous enough already... and then the bizarre architecture and the illusions start kicking in...
The Reveal as to the true identity and fate of Hijiri. He's heavily implied to be Aleph from Shin Megami Tensei II, in a particularly cruel form of "Groundhog Day" Loop. Live juuuust enough to see the world die, suffer in the Vortex World, die, be reborn in another world as the Conception begins. Lather. Rinse. Repeat. Ad infinitum. And the worst part? He has no way of affecting the outcome of any one of them. Ever.