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Nightmare Fuel: Stargate SG-1
Anubis, both before and after "Lost City".
The Goa'uld themselves. These foot-long snake-worm-things with fins will take complete control of your body and use it to live like a monster for thousands of years. They have access to all the original person's memories, so if they want, they can impersonate that victim almost seamlessly.
Take your pick of how they enter the body. The Goa'uld prefer the back of the neck, while the Tok'ra prefer through the mouth. In the case of Tanith, he entered Hebron's body through his throat!
The Replicator-ized Merrick from The Ark of Truth certainly qualifies.
The Replicators in general qualify. Nigh indestructible techno-bugs that devour anything in their path and get smarter the more there are of them? Not to mention the Mind Rape the human-form Replicators seem to enjoy so much. Yikes.
The Ori and possessed Doci. If the concept of being burned alive for not worshiping isn't nightmarish enough, that fire skull form is.
Season 9 Episode 17... "Scourge." Prior bugs that bite you, lay their eggs in you and then eat you from inside out. If you're lucky they'll just consume your entire body in seconds.
"A Matter of Time", when Carter explains what will happen to Henry Boyd's team due to the Black Hole.
O'Neill being tortured to death by Ba'al. Then resurrected. By a machine that he already knows will inevitably drive him insane if he is exposed to it long enough. And Ba'al plans to keep doing it until he breaks O'Neill. At least you can escape a normal torturer by dying...
How about being BURNED ALIVE by die hard Ori followers because you happen to be in a locals body? Obviously not a good way to go if you happen to be a normal person.... but the process in effect does kill two people. The First is obvious, but you're the second as your mind is linked, and therefor, you die as well.