This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Sin City
Though several aspects of the series of the film are just terrifying, the mere fact that Kevin not only ate part of Lucille,but made her watch him suck the meat off the fingers of her severed hand takes the horror Up to Eleven.
"He made me WAAAAAAAAAAAAAAATCH!"
Before he eats a girl, he locks her in a room decorated with severed heads of the girls he's eaten. All so the girl would become extremely terrified of her fate.
The fact that Hartigan mentions that the cops always turn up just too late to catch Roarke Junior raping and killing three girls just goes to show how deep the corruption goes in Sin City's police force. note Albeit as a variety of Hostage for MacGuffin through cops being given the option of either playing along or having everyone they love killed.
The Farm at North Cross and Lennox is a nightmare factory.
Marv: This is a bad place, this farm. People have died here. The wrong way.
Hartigan: You're not a rookie for a week before some dead-eyed veteran gives you the word. Don't ask about the farm at North Cross and Lennox. Don't even think about it. Go there, and you cease to exist. There won't even be a corpse. It's a place where very bad things have been going on for a very long time. Generations. Junior came by his proclivities honestly.
Wallace (regarding the farm): Spooky place. Bad things have happened here.
It's quite telling that even the most Badass characters in the series acknowledge the fact that the Roark Family Farm is a hellish place.
Hartigan castrating Junior with his bare hands. Even if he did deserve it, it'll make any male squirm a little.
"Recognize my voice, Hartigan? Recognize my voice, you piece-of-shit cop? I look different, but I bet you can recognize my voice!" That Yellow Bastard indeed. The book is pretty nasty with him showing his face again, but the movie and Nick Stahl's acting just makes it even more creepier.
Even worse afterwards. Junior reveals that he was not in a coma for those eight years (though he may have been for some) and has been raping and murdering little girls the whole time.
"They've all screamed, Hartigan. Dozens of them, maybe hundreds." "Eight years worth of girls."
Wallenquist's "human resources" operation. Sex slavery (including children), organ harvesting, production of violent and illegal pornography and even the selling of live babies. The cops are paid to ignore it and Herr Wallenquist has a staff of assassins to make sure the operation stays running.