This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Spiral Knights
Spookats seem absolutely adorable, able to compete with the snipes in a head-on cuteness competition... until they are provoked. Their creepy faces and, in deeper tiers, low-pitched and echoey howls, cause many new knights to be rightfully afraid of them.
The backstory behind trojans also applies. They are apparently old knights whose souls crystallize during a long period of despair. This causes them to turn into statues eventually, and, when woken up, they will attack their fellow knights in a blind rage. This horror comes to a peak when you have to hunt down a knight who is turning into one.
The Swarm. Basically, it's a bunch of black particles that corrupt and infect anything they touch, including enemies. While traces of it can be found in Spark and Roar's last floor, most of the deadly substance is thankfully sealed away within the Shadow Lairs. Unfortunately, said Shadow Lairs are literally replicas of the boss levels, including the bosses themselves. Considering that the Swarm needs to infect something first to take its form, this implies something very dark... Thankfully, however, Knights are immune to it.
That's not even the worst of it; after beating the Swarm-infested bosses, you are sent into the Unknown Passage: an entire section of the Clockworks that serves as a sort of breeding ground for the monsters; this is also where the Swarm reaches it's highest concentration. To make matters even worse, it's implied that the CORE of Cradle itself created the Swarm, due to this:
Echo Stone: As I dreamed, it consumed. It devoured the knowledge of time... Memories of the dead... The hearts of kings and the souls of their people... Good and evil... It consumed. It grew stronger, endlessly mirroring itself within the space of my dream. Endlessly mirroring... Expanding... Infinite. What it was before, it is no more. Neither beast nor god, it is a creation unlike all. It is... The Swarm.
The history of Almire is as terrifying as it is tragic. Vanaduke became so consumed with rage and despair at the thought of his kingdom falling to invaders that he made a trek into the mountains and prayed to a forgotten god for the power to drive the invaders out. He got what he wished. But soon after, he found his own power was tearing apart his kingdom through his very presence. Everyone within Almire died in a horrific, otherworldly inferno. And Vanaduke was left alone, attempting to atone for his actions by safeguarding the burning ruins from intruders.
The Danger Mission "Ghosts in the Machine". It starts out with you chasing an SOS from what seems like just a lab overrun with Gremlin constructs. Then you start seeing zombies, lost souls, suicide bomber zombies and even a few Deadnaughts. Something is definitely not right here. On the second floor, you start finding messages from what seems like two different senders. One types in all lower-case, pleading for help and warning you of danger, the other in all capitals assuring you that everything is fine and that you should just relax. At the end of the dungeon is a massive Battlepod named the Big Iron. After beating it, you find the console the messages were being sent from. The only things in the seats are two Quicksilver suits, one of which is missing its helmet, dating back to over a hundred years ago. The Big Iron had brutally murdered its creators and quite possibly enslaved their souls.
It's worth noting that after defeating the boss and seeing what was behind it, the next room is full of treasure chests. The ghosts aren't responsible for this, are they?
"don't hold back"
"WE WILL NOT HOLD BACK"
Some of the scenario rooms, areas meant to provide a bit of atmosphere, can be a bit unnerving. One such room spawns in ice-related floors. A large room of blue and white crystal blocks, simulating ice. Breaking enough of them reveals two Gremlin corpses underneath.
The part of "Operation Crimson Hammer" where you're being stalked by Seerus' assassins, if only because of the creepy music that plays during this segment.
Warmaster Seerus himself. An Ax-Crazy pyromaniac and sadist who is utterly ruthless, created the Roarmulus Twins, and at the end, tries to pull a Taking You with Me by detonating the entire Grand Arsenal from under you. And this was just one of the Crimson Order.
The Apocrea of the 2013 Dark Harvest. They're reality-warping, soul-eatingbeings of darkness with terrifying Grim Reaper-esque bodies, who can summon arms out of the ground to root you in place and fire an eye beam attack that takes off your health in seconds regardless of whether your shield is up (something other mobs can't do). They're encountered in graveyards that are far worse than the game's standard variety because of the fog combined with your radar going out, and when you're in said graveyards you'll occasionally get hit with an Interface Screw that comes without warning.
Said interface screw is occasionally a static-covered silhouette/face shot of the Apocrea chasing you, ala Slender. On top of the above mentioned, those playing with a decent pair of headphones on will get treated to off-beat sounds and the occasional static-crackling that signals that the Apocrea is getting closer to you - it's even directional!
Something even worse: The Apocrea have multiple eyes, multiple tentacles, and will always find a way to get you. Sound familiar?
Echo Stone: I dream... Within my dream, I saw it open the void, felt its endless hunger. You are safe here, Knight. Within this dream, its many eyes cannot see you nor can its many arms reach you. But this dream is fleeting. Use what is here to prepare for the battle to come. It knows of you now. It will find a way out and come for you.
For a while in Haven's entrance, there was a group of knights reporting they had seen a strange structure while exploring the Clockworks, and that it was always off in the distance...
In Graveyard levels, it is possible to encounter a knight surrounded by candles and cowering in fear from the nearby zombies. Sometimes you'll find the knight already dead instead.
Then the May 21th update came and changed many missions, as well as introducing one: During this mission, the player finally meets Herex. This wouldn't be in the Nightmare Fuel tab, if it wasn't for the fact that Spark and Roar, a 7-3 rank mission, now has four floors. The fourth has strange black pixelated particles that ressemble the Swarm and a note that says that the Iron Law is broken, the Crimson Order is false, cannot see the Truth, and cannot hear the Resonance that beats within Cradle, finishing with sentences that strongly imply that Herex has been fully corrupted by the Swarm - or worse, Herex is controlling the Swarm.
This was made worse with the 2015 February 11 patch, which introduced three new missions:
The first one, Breaking in the Recruits, is at first very calm and relaxing, especially after going through the Firestorm Citadel, as you are training recruit knights to be prepared for the puzzles the Clockworks regularily throws at you. Then, roughly halfway into the mission, the mission has to be called off because Ghostmane Gremlins are sent by Herex to eliminate you. Reread: He sends his elite mooks against RECRUITS who most likely have no idea how to deal with them.
The second mission however, Crimson Chaos, is mostly tame. You have to investigate a Crimson Order base that has gone silent.
However, the prize for the most Nightmare Fueling mission is the third and last one, It Came From Below. A squad of the Recon Rangers has gone missing, and it's up to you to find them. The first floor is a Freeze-themed Candlestick Keep, which while quite unnerving, is otherwise normal. But then you reach the second floor... and while at first it looks like an average Cooling Chamber, near the exit, you find the Recon Rangers that had gone missing. The only one standing is shaking in fear and can only say Everyone's gone. It... it came from below. Then as you move forward, SWARM PARTICLES BEGIN APPEARING. And you have to press a Swarm Switch to advance, which causes Swarm enemies to start spawning. That's right; one of the knights biggest fear has come to pass: the Swarm has begun spreading outside of its seals in a big enough quantity that Swarm mooks have begun appearing outside of the deepest concentration. And the third floor is the Unknown Passage...
If you think that's all, though, think again. It gets worse. MUCH WORSE.THE SWARM HAS CORRUPTED THE CORE!