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Nightmare Fuel: Tales of the Abyss
Normally, Guy Cecil's gynophobia is funny. Then you find out what caused this fear. When he was a child, Duke Fabre attempted to commit genocide against his family. His older sister and the maids of the house sacrificed themselves to protect him. He wound up buried under their bodies for days on end.
The death of the little boy after the destruction of Akzeriuth. Neither the player nor the party can save him.
Later on in Shurrey Hill, you eventually get to fight monsters called Darks, a blob of purpleish mass and with a base of dirt. Then it likely comes to fruition that they're possibly the spirits or remaining flesh and living remains of things and horrifyingly melded with the toxic mass of the Qiphiloth's sea.
The pivotal point of Jade's backstory: his experiments with fonic artes as a child caused an accident that left his mentor on the verge of death. He tried to use fomicry, a technology he created himself, to bring her back to life as a "clone". She came back...but as a murderous, bloodthirsty monster. Since replicas are always born as blank slates, she has no recollection of her previous life except looking exactly like the deceased.
Grand Maestro Mohs is turned into a freakish monster because of inability to control Seventh Fonons, causing sanity degeneration. Upon defeating him, he melts into goo and disintegrates.
The miasma is a deadly poison that comes from the core of the planet. Breathing it in for too long will kill you, and can consume entire continents with enough time. The party sees it early on in Fubras River, but later in the game they end up in the Qliphoth, which consists of an ominous purple sky, landmasses very far and few between, surrounded by a seemingly endless sea of mud and miasma.