This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Super Mario Galaxy
ADMIT IT, you were scared when the universe was destroyed. If you understood the Gainax Ending quickly enough for the repercussions to take you by surprise, that is.
Kingfin is a boss you find in the Bonefin Galaxy, where he resides in a planet that is nothing but water and jagged rocks. The boss itself is a giant skeletal shark with eyes shining like headlights which is unnerving in itself, but he also summons skeletal fish that home in on you and explode! Also, closer inspection of the music reveals it's the same dramatic, haunting theme that plays against Bouldergeist, which grows more tense the closer he gets to you...
Also, right before Bouldergeist explodes, his uvula pulsates, his head shrinks, and his eyes triple in size... and he explodes...
The NPC bees are cute, but take a close-up look at their faces...
The Lumas' cycle of gorging themselves, and then committing suicide by exploding into a new celestial object. They are eventually being reborn somehow, but these guys are happy that they are exploding.
That gigantic Electric Jellyfish you first see above your head while trying to swim up and around it.
When your last point of health is taken away by electrical sources, Mario turns into a skeleton. That's right, he didn't just get hurt, he is completely and unmistakably dead.
This music was always creepy and strangely downbeat.
When Mario's hand rises up when he sinks in sand or toxic waste, all while hearing him drown.
When Mario touches dark matter, he slowly disintegrates, and his life bar isn't empty until AFTER Mario is completely gone. He feels the whole thing!
The warp sound effect that plays when floating to a star or another obstacle can be a little unnerving similar to example nine.
The sky of the Bubble Breeze Galaxy shows that most of the planet is on fire. The accompanying music doesn't make this any less horrifying.