The Joker himself is a potent combination of Nightmare Fuel and premium Paranoia Fuel. If he's after you then he will get to you somehow, no matter how impossible it should be, and carve a smile onto your face with a knife.
In most incarnations the Joker is somewhere on the scale between comedic violence (Nicholson) and violent comedy (Romero and Hamill). What made Nolan/Ledger's Joker so scary is that Nolan removed the comedic aspect, but Ledger still played him as if he was doing everything because it amused him. It goes beyond psychopathy and borders on Blue and Orange Morality.
If the Joker ever asks if you want to see a magic trick, the correct answer is and always will be no. He'll do it anyway, but at least you saw it coming.
But how would the guy see the magic trick with that pencil...oh.
Ever notice that the Joker actually stabbed the sharp end into the table? That means he forced the dull, rubber end through the guy's skull.
One of the most terrifying Joker-related scenes comes from when Batman interrogates him and the Joker reveals he's kidnapped Rachel in addition to Harvey, and they both have mere minutes to live. Batman goes berserkand starts trying to beattheir location out of the Joker, up to bashing his head against a reinforced glass window so hard the window actually cracks. All Batman's severe beating does to Joker? It only makes him laugh HARDER!
Right at the very end, when Batman throws the Joker off the rooftop. Joker's reaction? Laughing maniacally every inch of the way... and being disappointed when Batman saves him.
A really horrifying scene is where the Joker tells Rachel the second scar story. Something about the whole scene reeks of sexual predation, and to make it even more horrible, there's the fact she knees him in the nuts, and he actually LIKES it!
One of the most Nightmare Fuel-filled moments was surprisingly one of the most low-key; when the Joker is videotaping/shooting his nightmare-porn of Brian the Batman Impersonator and orders Brian to "Look at me! Look! At! Me!"
That was the scene that, aside from the Magic Trick, made everyone in the theater sit up and take notice of Ledger's performance.
That scene gets worse when Brian is done delivering the Joker's message and is of no more use to him. The camera cuts out just as Joker descends on the panicked hostage.
"Do you want to know why I use a knife? Guns are too quick, you can't savor all the.....little emotions. You see, in their last moments, people show you who they really are. So in a way, I knew your friends better than you ever did. Would you like to know which of them were cowards?"
The Joker pales in comparison to Two-Face's scar-ified half of his face. [[Squick What is keeping his EYEBALL in the SOCKET!?]]
The first iterations of Two-face were more realistic, with less extensive damage; test audiences actually found the more subdued, realistic damage to be so unsettling, to the point of unintentional Nausea Fuel, that the Two-Face we currently see was used instead.
The optic nerve and the eye muscles, which apparently did not receive any damage from the fire, since he can move his left eye just as well as the right one.
The worst part about Two-Face was when he kidnapped Gordon's family, and Commissioner Gordon, whom many tropers strongly identify as a father figure, cried and begged helplessly for their lives. The thought of a father (whose job is being a policeman, no less) being unable to protect his children is just pure Nightmare Fuel, let alone Adult Fear at it's finest.
Two-Face: Go ahead. Tell him it'll be alright. Lie.
It says a lot that, in a movie featuring the most terrifying version of the Joker ever, the scariest scene is one that he's not even in.
How about where Batman drops the guy off the balcony and (presumably) shatters the guy's legs?
Alfred's speech on being in Burma, just because of how true it felt.
Alfred: A long time ago, I was in Burma, my friends and I were working for the local government. They were trying to buy the loyalty of tribal leaders by bribing them with precious stones. But their caravans were being raided in a forest north of Rangoon by a bandit. So we went looking for the stones. But in six months, we never found anyone who traded with him. One day I saw a child playing with a ruby the size of a tangerine. The bandit had been throwing them away.
Bruce: Then why steal them?
Alfred: Because he thought it was good sport. Because some men aren't looking for anything logical, like money. They can't be bought, bullied, reasoned or negotiated with. Some men just want to watch the world burn.
When Alfred later finishes the story with how they caught the bandit, he flatly states, "We burned the forest down." Who watched the world burn? Alfred did. He was once a man so cold and unrelenting that he would burn everything around him to get at his objective.
As of the end of The Dark Knight, Gotham blames Batman just as much as the Joker for the events of the film, so much so that they are willing to throw Batman to the dogs on the off-chance that the Joker will keep his word and leave Gotham. As of The Dark Knight Rises the police department is now willing to forgive Batman of the murders he took credit for if he stops Bane. Not only is this a neat little parallel of the situation before, but more terrifyingly, consider the implications of them wanting to bring back Batman: there is someone more terrifying and destructive than The Joker Joker.
Actually, Batman told Gordon to keep persecuting and blaming Batman for the death of Harvey, so that the public won't be vulnerable to the corruption that would ensue.
A fat lunatic complains of stomach pains and rants that the Joker told him that a light would come from his stomach in this high, childish tone. It comes out of his stomach all right...in the form of a bomb the Joker implanted inside of him.
The Joker handing Harvey Dent a gun and telling him to unleash chaos on the city, even holding the gun to his head in a further attempt to corrupt Dent.
The Joker aims to destroy Gotham City from the inside out, and part of his "plan" involves corrupting the city's heroes — Batman and Harvey Dent — by making their lives hell until they snap. Thankfully, he doesn't succeed with Batman. Harvey Dent, however...
As pointed out by Cracked, when the Joker burns his share of the cash, you're too busy watching Heath Ledger's incredible "let's see how loyal a hungry dog really is" performance to notice or remember, "hey wait, wasn't Lau on top of that pile at the beginning of this scene?"
In the novelization, Lau is unconscious near the bottom...and wakes up just as the flames reach him...