This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Tex Willer
What Tex did to Fred Brennan, the last survivor of the gang that caused a smallpox epidemics among the Navajos, killing Tex's wife in the process. After isolating him on his own floating casino, Tex had him wake up in the middle of the night at the cries of people scared by smallpox, placed a skeleton at the rudder to get him even more terrified when he tried to investigate who was shouting, set the ship on fire (at this point Tex's pards were wondering if he was overdoing it), and then sank it in an area filled with sharks.
Tex's whole Roaring Rampage of Revenge, when you think it through: Tex is the Fastest Gun in the West and a Scarily Competent Tracker, and was at his most furious. The lucky ones, that Tex couldn't afford to torture as he wished, got shot. The unlucky one, Higgins (the guy who delivered the infected blankets that caused the epidemics), was forced to walk in the desert until midday with the head uncovered, beat up within an inch of his life, and then left there to die.
And the epidemics itself. It's not shown, but the idea that someone would do something like that just to kill one man...
Padma's illusion attack on Mefisto, including having him attacked and swarmed over by dragons, serpents, mice, large spiders and other unpleasants critters until he's gone completely insane. Good Is Not Nice indeed.
The worst part? That's him holding back: before dealing with Mefisto he had asked to a mystic force if he was allowed to kill Mefisto and was told no, implying he can force people to just drop dead.
Hamatsa, the Cannibal God. A giant who demands women to 'marry' (i.e. eat) from the Kuchtaqa people, who conducts raids on other tribes to procure them. Sure, in the end it's revealed as a Scooby-Doo Hoax from the Kuchtaqa chief when Tex shoots the guys moving it, but the thing was horrifical.
Then the implications of Hamatsa being a hoax and demanding specifically beautiful women hit you, and the horror is back at full force.
The green stones that are seen in "El Morisco". At first they just seem small green pebbles of vulcanic rock. Then you notice the Bitter Almonds smell and the fact they shine in the dark, but it could mean anything. Then someone touches them... And that someone is completely dried up in mere seconds. This gave nightmares even to people who had already faced Mefisto.
The same story arc tops it with the Master of the Green Stones, the guy who actually recovers them from lava for use by a group of Aztec descendants planning to restore the Aztec Empire. He lived so long in the grotto where they were located that he's dried up himself, but still walks. Thankfully he's usually covered in a leather tunic and hood, but when he lowers the hood to shoot those stones at Tex and Carson the sight froze them in horror.
The story of Randy "Lucky" Rogers shows just how scary Tex can be. Rogers was a bandit known for his enormous luck, who was captured by Tex and his pards after a gunfight that saw his gang completely exterminated. As the judge owed money to some friends of him, Rogers was aquitted... And saw Tex waiting for him out of the tribunal. And in the saloons. And on the roads. Everywhere. Eventually the gang he had joined got fed up with him seeing Tex everywhere and tried to kill him, but Rogers, still being a lucky Badass, managed to kill them all while getting wounded to death, with Tex showing up and telling him he would finally leaving him alone... Except it was an hallucination. Tex drove him to madness by showing up once after their initial encounter, or possibly just by that initial encounter (it's not clear if he was waiting for him outside the tribunal or that was the first hallucination).
Prince Sumalkan, the Black Tiger, is made of this:
His Origin Story: he was a Bornese prince dispossessed by the white people who took piracy in revenge, and after his ship was sunk he was rescued by an American ship... And promptly forced to go to America and work as a slave in all but name to build a railway. And then, as he worked as a slave, learned English and the American laws and customs well enough to pass himself as a lawyer, blew up a train to steal the pay money for the white workers, and left with his fellow slaves.
His master plan: use secret organizations, a few carefully placed murders and a complacent lawyer (or himself passing himself as a lawyer) to economically take over town after town until he practically owns the United States, and then do to the Americans what the white people did to him. But that's not the scary part, the scary part is that it works, and it's only through bad luck that he's stopped the first time.
About the well-placed murders... His men can murder almost anyone pretty much anywhere, no matter what precautions are taken to stop them. They'll even tell them early, and then deliver.
To make his plans work he needs some white men as pawns. But what if they try and betray him? Easy: he has his men claw them to death. Even Tex was horrified by that death, and he's used to Mefisto's horrors, and one of his pawns, as terrified by Tex as he was, decided that he'd rather face him than even be suspected of such intentions.
Morel, another of Sumalkan's pawns, decided to sell the Black Tiger to Tex in exchange for his life and a shorter prison term, and went to plot with Madison, the organization's lawyer. Madison then leaves the room... And a few minutes later the Black Tiger comes in knowing of his betrayal, because Madison was actually one of Sumalkan's disguises.He can be anywhere anytime, and you won't realize it even if you're talking to him.