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Nightmare Fuel: The Cries Of Haruhi Suzumiya
You thought that the SOS Brigade could never be scary? Think again.
Kamigoroshi-hen, "God-Killing Chapter"
Haruhi has her period in Hinamizawa. She also is sick with Hinamizawa Syndrome. She ends up bleeding maggots out of a place that no girl would want to bleed maggots.
The scene where Haruhi considers before deciding where to drive a nail into Kyon. One of the options she considers is under his thumbnail.
Kyon accidentally runs into Rena holding a billhook and almost disembowels himself, ultimately resulting Haruhi killing Rena in a Roaring Rampage of Revenge, do you think that's over? Not really.
Keiichi pays the SOS Brigade a visit, asking what happened to Rena. After not getting a satisfying answer, he starts to assault Kyon, who gets beaten up helplessly. Then the chapter ends up as the biggest Wham Episode when Haruhi successfully blows Keiichi's head up. Oh, Crap.
The Hammer of Oyashiro-sama in general. Haruhi, gone completely insane, thinking that she is the servant of Oyashiro-sama, who wants her to kill, and, being who she is, has divine powers. It's even scarier than it sounds, because she's petty, egotistical, and she can warp the world around her so that her delusions are correct. And the worst part? It's all based on lies: Haruhi got the idea of the Hammer from Takano, who was making it all up.
In the last chapter, Nagato... pulls Cavalry Betrayal, saying that it's the only way to clean up the situation. She freaking tries to KILL KYON! Made even worse because at that point, there is absolutely nobody else who can help him. It gets worse. During the reveal, Nagato not only gives a lengthy speech explaining both everything she has done and her motivations for doing it- showing him Mikuru's severed head in the process no less, but actually SMIRKS AT HIM.
At the end, Ryoko freakingshows up, with absolutely no rhyme or reason behind her appearance. It is either that Kyon is paranoid having a dying hallucination or she kills him off for real.
The very last, purely chilling, line of the first arc, WILL make you scream. Are you ready?
Made worse throughout the story as we see Kyon thinking everyone is against him, and doesn't give a damn about his friends, even if he hurt them himself. Mikuru has every right to be frightened of him, as should everyone else.
Kyon meets Haruhi coming down the road. She's acting emotionless, and tells Kyon that they are leaving the next day. Scary enough, but after that, we get to see what's causing her wierd mood: her back has been torn off.
Nagato explicitly stated she has been refreshing herentire memory, though whether she has started doing it, or had been doing it throughout the whole arc is unclear.
At the end of the "Retribution" chapter, this troper wanted to scream when Kyon began contemplating about and willing to tear out a physical object in his throat.