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Nightmare Fuel: The Silmarillion
Everything about Morgoth/Melkor. The Satan of Arda, Morgoth engaged in Mind Rape without even having to think about it, and the only sort of pleasure he could experience came from horribly torturing and corrupting Elves and Men. In-universe, lesser Ainur were driven to insanity by his eyes.
Ungoliant, as one would expect from a giant spider who brought Shelob into the world.