The Ancient Cistern. What seems to be a relatively peaceful, Oriental-inspired water temple, is gradually revealed to be sitting on top of a cavern which immediately brings Ocarina of Time's Shadow Temple to mind. Zombified Bokoblins, with exposed bone and rotting flesh, rise from the floor, and behave unnervingly like Redeads, right down to jumping on Link and taking WAY too long to die. Even worse, the dungeon's boss key LIES IN AN ENORMOUS PIT OF BONES. The worst bit of the dungeon is having to climb a rope up to the upper level, when an army of zombies rises from the floor, and follows Link up the rope faster than he can climb. Throw in an extremely disturbing boss fight, and the Ancient Cistern is the creepiest temple since the Shadow Temple. It doesn't help that it's also one of the biggest sources of Fridge Horror that the Zelda series has ever seen.
When you're walking in the bone pits, there's a crunching sound underfoot. It's a minor detail, but it makes walking through them so much worse.
When you're fighting the boss, Ancient Automaton: Koloktos, watch its face as the battle goes on. It starts out neutral, but as you do more and more damage to it, it slowly spreads a smile across its face until it's a full blown Slasher Smile, and when you kill it? It giggles like a little kid before dying, making the face it does as one can see in the picture on the right.
And this itself gets WORSE if you consider the fact that in the story, it mentions how hell is filled with rivers of blood. That's right...that liquid that's all around the place in the lower level? IT'S POOLS OF BLOOD. Not just pools in fact, but RIVERS of blood...HAVE FUN SLEEPING.
Right before Koloktos attacks, it lets out this creepy humming sound.
Speaking of the Ancient Cistern, wait until you get to the Sky Keep. The way the landscape resembles skeletal hands clawing upwards and screaming faces while you're getting sniped and attack from all sides makes you want to go back to the Ancient Cistern.
The opening to the game, which tells of a war between an army of Eldritch Abominations and the native inhabitants. Set to an ominous symphonic piece, the intro depicts such things as the near-destruction of the Hylian race, monsters that "murder without hesitation", and the raising of the only safe settlements on the surface. All of this is depicted in a crude "cave painting" style, which only manages to make the intro and said abominations even more terrifying.
Remember Zelda's pet Mia? It's quite cute when you first see it, but when you follow Fi that night, her, or another animal like her, starts attacking youas soon as they see you. And there are others too that are the exact same way.
Though this stops after you make Batreaux a human. Him being a demon was making the monsters appear in the first place.
Ghirahim's unabashed bloodlust, first promising to beat Link within an inch of his life, then burn him alive, and then finally torture him until he's deafened by his own screams. Just thinking of the torture that would commence, and Link being on the recieving end, is more than a little disturbing.
The cutscene before his second boss fight. He's just so creepy, and then completely drops the Affably Evil act and starts being the crazed Blood Knight demon that he is once the battle begins.
During the cutscene before the first battle, Ghirahim shows a bit of his true colors past his flowery exterior by getting right up to Link's neck and whispering to his ear. When he finishes, he throws his insanely long tongue out and just kind of flails it around over Link's shoulder.
Speaking of Ghirahim... his "death" is probably the most violent and disturbing thing in the entire series.
Not to mention that he's laughing. It's freaking CREEPY.
Arguably his entire breakdown at the end of the game. By this point, you've pretty much known him to be a dangerous, yet hilariously flamboyant, individual. When you fight him for the final time, however, he's through clowning around and comes at you with these ominous white eyes.
Then there are the spirit challenges for Link called Silent Realms. Link's soul, devoid of Fi, the sword, or any of his objects, is forced to collect tears left by the gods as part of a trial. It doesn't sound too bad, right? Wrong. There are robotic constructs littered all over the place that, if you cannot collect a tear within 90 seconds, they ALL come alive and IMMEDIATELY come right for you. The worst ones are the ghost-like ones, as they can float through stone and wield two immense swords with the sole purpose of murdering you. The sudden art shift and the music does not help.
Oh and also; imagine collecting all but one of the tears, running out of time, and then realising that the last tear is across the area. On top of a building. Which you have to climb with all the Guardians after you.
Added on top of all this are the Watchers — little flying bastards who act as an instant wake-up for the Guardians if they spot you — and the Waking Water, which annuls the protection offered by the Sacred Tears if you step into it. Think you're safe from the Guardians once you've got all the tears? WRONG! The Watchers still patrol and the Waking Water's still there, and woe betide anyone who accidentally trips either on their way to the exit, as you'll now be pursued by the Guardians with no way to stop them.
These Watchers also let out a horrifying scream when you're caught, which is your cue to RUN.
Even worse, there are two types of Watchers. One type floats a distance above the ground and won't notice if Link runs by, so long as he keeps out of their lights. The second kind, however, patrols closer to the ground, and if Link moves too close to the light, even if he's still outside of it, they will chase him. While they won't alert the Guardians for this, you'd best hope you can shake them before Link's stamina runs out, or else they'll catch up and spot him, and then they will sound the alarm. Oh, and while they're chasing Link, there's the creepiest music ever, like a bell tinkling.
The Industrial, Silent Hill-esque music that plays when the Guardians in the Silent Realm begin to chase Link does NOT help at all.
And the first time you hear a Guardian's heavy footsteps, you'd be forgiven for thinking you could just dodge them. Then you find out the can keep up with Link while he's at a sprint, and they don't have limited stamina. Your only reprieve is that they can't jump... but the other kind of Guardian floats.
Oh, the land-based Guardian is more immediately scary, since they're faster, but the thing about the flying Guardians is that they will never stop hunting you. The land Guardians only chase you if you get close; the flying ones all slowly but steadily converge until they eventually surround you.
The floating Guardian can pass through walls. Try hiding anywhere, and they WILL find you.
If you hack the game and remove the Guardian's weapons and activate them, they just float in their model position and chase you, looking like they've been hung on an invisible cross. Which is even MORE creepy than they already are. They also go in this position immediatly after they're activated. So what happens in that little cutscene that plays when the Guardians are activated? They spazz out and stare at you with glowing eyes they don't even have for a few frames.
Demise's appearance.◊ If the flaming hair, skull head, and general demonic looks didn't do it for you, check out his sword. It's appears to be a darker, corrupted version of the Master Sword! Oh, and he's the powered-up from of this.◊
And there's a very good reason his blade looks like that. Because it's the same kind, soul and all. You know what the name of the soul is? Ghirahim.
Then there's the crab enemies that use electricity in the Lanayru Desert. Nothing too nightmare fueling about them, it's what they do to Link. They bowl over him while emitting electricity, and you see Link lying on the ground, doing an animation that looks like a seizure. That's right, you watch helplessly as Link has a electricly induced seizure for about 3-5 seconds.
Worse than that is the sound Link makes when he is electrocuted. It's not the usual shout or grunt, oh no; he is gasping in agony.
On top of that, there's a good chance that they could knock Link into the sinksand. So you get to see Link have a seizure, watch him suffocate and sink into the sand. Lovely.
Lake Floria has Lotus Seed Pods. Normal people won't notice these but people with Trypophobia will shit themselves.
The Imprisoned, anyone? He might not be as powerful as other bosses in the game, but the battles against him are particularly unnerving, especially the first time you meet him. First the ground shakes ominously, then you quickly reach the bottom of the Sealed Grounds just to see a huge cloud of black smoke coming out of the sealing spike and turning into a giant, horrifying Eldritch Abomination. Now try to stop it from slowly reaching the Sealed Temple, which is even scarier once you get farther in the game and know that Zelda is actually sleeping there. All of this with frightening music in the background. Sleep tight.
It was unnerving enough when it was "only" a huge, slow thing that didn't even pay attention to you and just walked on, unshakeable... but in the second fight, that fucking thing sprouted arms and started climbing up the walls!DIE DIE DIE DIE DIE DIE.
If you fail to stop this thing from reaching the top of the pit, then you get this comment from Impa saying "all is lost" as the damn thing opens its mouth real wide while moving towards the temple entrance.
How about the fact that it smilesbefore absorbing Zelda's soul, whereupon Zelda screams in agony.
In fact, Zelda's screams alone are enough to qualify for Nightmare Fuel.
For anyone who doesn't like creepy-crawlies: One of the game's later dungeons has a narrow hallway filled with scorpions. The floor, walls, and ceiling are covered with them.
Going further on fear of creepy-crawlies, the second Moldarach encounter can be quite unpleasant, in part for being utterly unexpected.
For a person with arachnophobia, the Skulltulas in this game are damn terrifying.
If you throw a bomb at a Bokoblin, it'll run away. Do this with a Technoblin, and it may run right out of the Timeshift zone and turn into a pile of bones.
The Ghost Hand in the toilet can be pretty creepy at first. Particularly, her ghostly voice.