The Zelda series has its share of Nightmare Fuel, but Majora's Mask is the most infamous for it. There's a reason this game is considered the darkest in the Zelda series — many reasons, in fact:
The introductory cutscene. From the slow, ambient and unnerving score in the background, to Skull Kid's first surprise appearance and the echoing laughter that accompanies each sentence, to the rather trippy final moments of the scene where Link is transformed against his will. The whole tone of the game is set up with this long and rather chilling cinematic.
As demonstrated by the page image, the Zora Mask arguably makes this cutscene even worse as compared to the other two. It has characteristics that are quasi human, which in this case is not necessarily a good thing. The transformation sequence shows Black Eyes of Evil surrounded by cracks, the fangs and complexion bear resemblance to a vampire, etc.
The Goron mask has the same black eyes and cracks, but the grotesque giant teeth in the jaw is terrifying.
The Deku mask has those bloodshot, red-orange eyes.
The road to the Southern Swamp. A bleak trail filled with dead trees and swarming with Bad Bats and Chuchus. It gets worse at night, as Wolfos rise from the earth with their hideous howl to charge at you if you venture too close to wherever it is they are burrowed.
Woodfall Temple: A dark, damp place in general. In particular, there is one area atop a flight of stairs just above a room filled with poisoned water. Upon entering, you walk into a passage down a hall that gets progressively dimmer and dimmer. Suddenly, the lights go out, and all you can see are hordes of glowing orange eyes appearing from the darkness. You try to run, but they follow at incredible speed, the sound of their shuffling punctuated by your cries of pain as they attack you.
Speaking of Woodfall Temple, how about those plant-like platforms afloat on the poisonous water? Not only did they have teeth and a blood-red, gaping mouth ready to snap at you, but they made a horrible fleshy gurgle every time you jumped on them (although they explode if they eat Link in Goron form).
The Ancient Kingdom of Ikana, land of the dead. To wander into Ikana is to throw away your life in reckless abandon.
There is a strangely colorful house in the upper reaches of the canyon being encircled by mummy-esque creatures known as Gibdos. It is zealously guarded by a little girl. Through trickery and subterfuge, you manage to enter the house. The interior is also fairly innocuous at first glance. You head down the stairs, and across the basement room is a large closet. With nowhere else to go, you make your way across. All of a sudden, this hideous creature bursts out, literally half-man and half-Gibdo, the bandages encasing much of its face literally protruding from its flesh. It then lurches toward you, and you know beyond a shadow of a doubt that you will die if it catches you. The only way to succeed in this encounter is to use the Song of Healing, which in all probability has probably been shocked out of your memory. It's a good thing everything around you stops when you pull out an instrument.
The King Ikana fight. First the good King gives a speech about how helpless you are in the dark, then to prove the point, he has his lackies, who are invincible in the dark, fight you, and then he fights you himself! It gets worse when he detaches his head... ARGH GETITOFFGETITOFFGETITOFF!!! The outro may be fuel retardant, but you gotta earn it, it seems.
Well, the Ikana King fight had some Nightmare Retardant programmed in... when fighting the two guards, approach the king wearing the Captain's Hat or start marching with the Bremen's Mask. Retardant ensues at 12:19 and 12:48.
Majora's Mask itself. First of all, it's a mask that was used in ancient hexing rituals. Next, it shakes its "master" off, then proceeds to cause the Moon to crash into Termina by its own accord. After all that, in the Final Battle, it transforms into a ten foot tall demon that uses tentacles grown from its arms as whips. And finally, and probably the most nightmarish of all, it's coveted by a constantly-smiling salesman who makes you wonder how he got the mask in the first place.
What truly makes that terrifying is not what it can do, but why it does it. The Skull Kid is doing all of this out of his misplaced anger at his friends, to the point where you begin to pity him. But then, the mask shrugs off its wearer and abandons the plan to just crash the two together. Now it will "consume... consume everything". And why? You never do know why, but the meadow gives you a clue. Because it's all a game; it's just make-believe. This thing is destroying their lives because it's fun. A devastating act of slaughter comes from the imagination of a child.
Majora's Wrath in the final battle. Its high-pitched wails, its nightmarish appearance (particularly its "head"), insane behavior, and very large tentacles that can stretch across the entire room and whip Link, and the MUSIC make this a truly frightening final boss.
For bonus insomnia points to spend this evening, take a quick listen in when Majora's Incarnation makes the transition to Wrath- its muscles grow so fast you can hear them surging and tearing as they grow.
Not even the fact that Majora's Incarnation acts like a complete spaz does anything to lessen how damn creepy it is. It may make it worse given how many take it as a sign of Majora's insanity.
The mask can also be a Jump Scare if you're not expecting it. It's THAT creepy.
The Happy Mask Man probably deserves his own section; suddenly appears out of nowhere at the start of the game? Eerily complete knowledge of the way the Artifact of Doom was made and works? Near-constant creepy-ass smile and one of the most sinister laughs one has ever heard? Switching from emotion to emotion, going from jubilant to furiously screaming in your face in half a second? One of the creepiest moments was when you failed to get Majora's Mask back the first time. "Don't tell me... you did... get it back..."
The Mask Salesman's mannerisms are doubly creepy because he's never actually shown changing expressions. Every time he does it, it shows him acting one way and then suddenly jump cuts to him acting another way. It gives a very stunted and jarring feeling.
"I am counting on you to get my mask..." He manages to follow Skull Kid to Termina and identifies Link's Ocarina as capable of playing the Song of Healing: "[A] melody that heals evil magic and troubled spirits, turning them into masks." Oh, and he somehow gets hold of an evil mask that was supposed to have been sealed "in shadow" by an ancient tribe of sorcerers lost to time. He also teleports. All this makes him suspicious, but not terrifying, but his random red-eyed outburst and eerie manner contribute to the fact that the more you think about him, the creepier the Mask Man becomes.
And of course, there's the Moon. The goddamn Moon that just sits in the sky with its horrible orange eyes and massive gaping mouth that never moves ever. And it never goes away, you can look up at it anytime. And it gets bigger and bigger with each passing day until it's taking up the entire sky with its angry smile.
Made worse when you look at the "smile" a bit more closely. It's actually a grimace. The moon is aware of what's happening, and is clearly in pain as Majora forces it down. No wonder it's crying as posted below.
The music in Night Of The Final Day. It makes everything worse. A little girl who has been Mind Raped by aliens (or at least given a Heroic BSOD)? Worse. Fighting a seemingly-invincible dead guy who can take you out in one hit unless you have most of the heart containers, and full? Worse. Trying to make it to the bank before daybreak? Worse. And if you've ever seen the commercial where they play the music to live-action people in the countdown to the final day...
Furthermore, that music supersedes any other background music that would otherwise be playing. It plays regardless of which place you happen to be in at the time. There is one theme it does not replace: dungeon music. But if you're still working on a dungeon by that point, you're probably screwed anyway...
The tremors that constantly occur during the final day are pretty creepy too.
The "ghost" aliens that kidnap Romani most likely lobotomized her, judging by the stereotypes of aliens stealing and mutilating cattle and experimenting on humans.
More from music, but the BGM that plays during the alien attack will haunt you. The aliens themselves? Just re-textured poes. The mission? Laughably easy if you know where they come from or have the map that shows you their position, stand on the box out front and know that there are backup arrows in it. But that music. That god damned creepy, foreign, minimalist sound! Shivers down the back, a sudden feeling like you're surrounded...
The Elegy of Emptiness Statues, especially the Link statue, which looks like it has the Happy Mask Man's grinning face.
Also, the Zora's face resembles Edvard Munch's The Scream, but scarier.
The Deku-Link statue is at least somewhat less creepy than the other ones, especially since you aren't required to use it since it's too light to hold down switches. The Goron statue, on the other hand, is arguably as (or more) creepy than normal Link's statue, given its blank eyes and that huge scar... (shudders)
The Gibdos. Just looking at the professor, you've got to wonder: what amount of mind-screwing-body-warping torture did you have to go through to become that?! And imagine being Pamela where the ones you care about the most have to become hideous, nigh-mindless things that can just barely remember who you are. And the professor isn't even the worst case. What about the other Gibdos you have to face? What kind of people were they before, and what happens when you can't save them except to kill them?
Encountering a Poe isn't that scary when you've seen worse before. Encountering one in a haunted well out of tempting fate when told beforehand the well was haunted, then encountering a Poe whose surrounded by ominous music that is Zelda's equivalent to a really fast-paced version of Perish Song, now you get worked up where you feel brave only after you picked up your ocarina and start playing. Realizing that playing Song of Healing only to learn the poe isn't affected and continues to slaughter you when you should have played the Song of Storms instead.
The Mirror Shield has the effigy of a person's face in what appears to be a constant state of torment or screaming for eternity. Strap it to your back and have it stare at you through the TV screen. Good. Now turn off your lights and stare at it. And if that shield's face looks familiar, remember that the Happy Mask Salesman has a mask of that same face...
Do not play through the Stone Tower Temple if you have a severe fear of heights.
The Stone Tower Temple is pretty creepy as it is, even if you're not scared of heights, what with the Gravity Screw puzzles and the fact that you have to use the Elegy of Emptiness statues to get there.
The Stone Tower is one of the creepiest dungeons in the series and it manages it with stark simplicity. It is at the border of a cursed land where a fallen kingdom used to be. It is gigantic, it looks to big to even exist and its full of the undead and weird gravity powers. The whole place seems unnatural and forbidden, like a place where nameless and horrifying dark magical forces used to dwell and where no human foot should pass. No wonder a lot of epilectic trees put it forefront at theories of Termina being a land cursed by the gods.
The initial part when Link gets transformed into a Deku Scrub. You have just fallen into a dark, endless abyss with creepy outlines of the masks floating about you and you land on a flower... Then, random spot lights shine down on the Skull Kid who then forces you to watch as Link, visibly frightened, is swarmed by angry Scrubs. And then the huge one appears... And the screen zooms into its snout. And when you wake up again, you're not human anymore.
Those children on the moon ....eugh... You may notice that they have the same hair color and clothing as the Mask Salesman... but don't think too hard about it.
Those creepy questions the moon children ask after completing each of their mini-dungeons. Take the Goht child's question for example: You.. do you have any, friends? Do those people think of you as a... friend?... It makes you wonder whether or not that's true. If you talk to them while being a Goron, Zora or Deku Scrub, they will simply say "Show me your true face. If you give them a transformation mask when they ask you for a mask, they will react as if you tried to give them poison:
Moon Children: No! Not that! Take it away, quickly!
Bio Deku Baba and also ghostly white Dexi Hands. The noise the Bio Deku Babas make is just unnatural, not to mention the EYES they sprout when you cut them. Dexi Hands are not only annoying but... let's face it, their floating hands, that grab you if you get too close. That never bodes well in a Zelda game.
The game's commercials themselves were fairly scary, especially the English one which showed people around the world, time passing, and the moon slowly descending. It's like Nintendo was saying "beat this game or the world will end."
And finally, we have none other than The Scream. Skull Kid's scream on the final day, which brings the moon down even faster.
Both Spider Houses. They're abandoned buildings in areas where there are virtually no people, which raises all sorts of questions as to who lived in them and what happened to those inhabitants. They're terrifyingly silent, save for the scratching sound of the Gold Skullatulas wandering around. God help you if you're in a place where one of those bugs is in a place that isn't easy to find. Otherwise, you're stuck in a room where you can hear one, but you have no idea how to get rid of it. In the Swamp Spider House, there's an unnamed man who went inside and was cursed into being this spider/human hybrid. If you talk to him, he's clearly in pain and terrified. In the Ocean Spider House, there are some Stalchildren who are investigating the history of the place on Captain Keeta's orders. What happened there that was so significant that the captain of the army of Ikana sent soldiers to investigate?
The Deep Pythons. Are you afraid of the infamous eel from Super Mario 64? Well, great news: at Pinacle Rock, there are eight near-expies of it, in a very very deep, dark hole. And you have to kill, and thus get up close and personal with, a number of them to progress the game. Have fun.
Go ahead, look into the telescope on the third night. You know how you need to look at the Skull Kid for the Moon's Tear? Well, usually, when you zoom into Skull Kid, he just taunts you, spanking his butt or making silly noises. On the third night? He looks straight at you, head tilted, and shudders, twitching erratically Then it zooms out to see the Moon's Tear fall, and back onto the Skull Kid. He's still staring.
The fourth day glitch. If you look into the telescope on the third night, and look away just a second or two before the moon hits, the clock will disappear and you have successfully done the glitch. No more time limit, so that's a good thing, right? Well... when the glitch is performed, every scheduled NPC disappears. All of Clock Town's residents (except for the guards), the Romani sisters... they're all gone. Sure, you have enough time in the world to do what you want, but it feels very eerie no longer having those Non Player Characters around. On top of that, the moon gets pushed back way up high into the sky, so the sky feels empty as well. On top of that, the colour of the sky is stuck in perpetual dusk / dawn. The game feels so much emptier if you do the fourth day glitch.
When you first leave Clock Town on your way to the Swamp, you will come across a tree where Tatl will stop you and tell you about how she and Tael met Skull Kid in the first place. When they first met Skull Kid, he was in a log, in the rain, maskless, and shivering. The combination of the sound effect for the shivering Skull kid, along with his glowing red eyes, makes for a chilling scene.
Try listening to this version of Clock Town's theme without getting freaked out.
If you re-enter the Deku King's chamber after learning the Sonata of Awakening, you can witness the punishment of the monkey, which entails to the thrashing monkey suspended by his ankles and being dunked repeatedly into a boiling cauldron. When he emerges, he's motionless, unresponsive and making the most unsettling, wide-eyed expression.
When time runs out and you actually see the moon crashing into Termina, made worse by the feeling of failure.
The reactions of the NPCs as the timer draws to a close. The guards, previously quite effective at stopping you from leaving, begin begging you to run away and seek shelter. The banker is in a panic that you are still there. Anju and Kafei, if they are reunited, simply embrace and face death together. It's quite disturbing.
The fact that everyone in the entire town is going to die if you don't stop the moon in time.
The fact that everyone does die. Repeatedly. All Link can do until he has freed all the plot coupons is warp himself back to Day 1. There's potentially several dozen Links running around Termina doing tiny things that don't matter in the grand scheme til the last one defeats Majora.
If you have a fear of water, fighting Gyorg will be absolutely terrifying. Especially since the main way of hitting him is to go into the water as Zora Link, strike the beast and get back up before he gets back up and attacks you. It gets even worse when he sends the mini-versions of himself after you. Doesn't help that he's a That One Boss.
There are some theories pertaining to what happened to the Deku Butler's son. It is implied, though not confirmed, that the sad twisted tree beneath Clock Town is his long-lost son, as the Deku Butler is seen crying next to it during the credits. A common belief is that the Deku Butler's Son ran into the Skull Kid, who had then rendered him lifeless to gain the ability to transform Link into his Deku Scrub form. Since the Goron and Zora masks transform Link into people of importance who are also deceased (Darmani and Mikau), the Deku Mask has been thought to transform Link into the shape of the Deku butler's son. Geez, Adult Fear and Outliving One's Offspring at its finest. This also doubles as a major Tear Jerker.