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Nightmare Fuel: The Crooked Man
Anytime you're shown an artwork of the Crooked Man. Not only is it creepy as hell, but staring at it too long might make your neck hurt.
Sissi's death in Bad Ending 1. You hear Sissi screaming for quite a while, followed by her blood pouring out from behind the door, followed by 2 horrifying splat sounds. And then the Crooked Man comes for you.
Every place you explore is an area that's run down at best and in most cases utterly abandoned. There's your own apartment which was a bit off kilter to begin with, there's an abandoned hotel, there's an abandoned law school, an abandoned hospital and the Crooked Man's own house...
The part where Paul and Marion go to find David when they feel something's wrong. Marion freaks out when Paul starts talking to people she can't see, and then Paul has to go forth alone... and finds David in the clutches of the Crooked Man who is causing him to hold a gun to his head. David doesn't even seem to realize the Crooked Man is there and starts talking about how he's worthless and will always be unhappy... Make the wrong decision at this part, and David pulls the trigger, on either himself or Paul and then himself. And it's still scary even if you choose the right action here, as Paul punches David many times without it seeming to work at first, and when it finally does work and David comes to he doesn't even realize what just happened to him or that Paul just saved his life.
DIE! DIE! DIE! DIE! DIE! DIE! note In the law school there is a laptop that suddenly turns on without any power. The laptop plays a speech that ends with a red-tinted screen with DIE! pasted across it. And it lasts for a good 30 seconds. Oh, and a laugh track plays in the background while all of this is going on.
When the Crooked Man actually speaks for the first time, over David's dead body after killing D in the alternate ending. It's just barely below a whisper and sounds almost as gentle as it is dissonant.
Crooked Man: It wasn't me. It was you. You killed him and yourself......David.
The fact that the Crooked Man is the personification of the Implacable Man. Once he sets his sights on David, he never stops chasing him. No matter what injuries David does to him, it never relents its ceaseless pursuit towards his victim.