In this game series, you normally start off on your normal routine of robbing some fat nobleman's manor of his prized possession(s). But then you get caught in the middle of conflict between order and chaos, and Nightmare Fuel ensues in all three of those games.
The Thief series in general can be quite scary, given how everything's dark, you're relatively weak, and you regularly traipse through places containing strange creatures, the undead, or uncanny robots. The first person perspective and the fact that Garrett is rather fragile will simply add to the moments of panic.
The Haunted Cathedral (Thief 1) and the Shalebridge Cradle (Deadly Shadows) have been touted as two of the scariest levels in non-horror games. Both created an uncomfortable and unexpected atmosphere that left us dreading the necessity of going though that door...
Zombies, while slow and easy to knock over, are very stubborn. You cannot defeat them completely without sacrificing valuable gear. Otherwise your best bet is to make them prone and hope they don't spring back up if you get close to them again. Or, you can just run run run.
Hammer Haunts. An undead Hammerite with a skull for a face. As opposed to the aforementioned zombies, Haunts are fast, strong, relentless in their pursuit, and take a fair amount of hits before going down. The truly nightmarish part are the sounds they make. When patrolling you hear a chorus of whispers and clinking chains. When active, ghostly screams and voices demanding that you, "Join us, join us, JOIN US NOW!!"
Thief: The Dark Project
Traveling through haunted tunnels, groping around pitch darkness, trying to find the elevator...the zombies who can't be killed except with the all-too-rare holy water, shambling about somewhere nearby, groaning...you never know quite where they are until they're RIGHT IN FRONT OF YOUR FACE. At which point you realize that no matter how many times you frantically flail at them with your sword, they'll just keep getting up. If you make the mistake of going down to the bottom level of the mine, you'll be assualted by giant spiders that may make you realize you suffer arachnophobia.
In the later levels of the first game, the player will often come in contact with the various demons summoned by Constantine...the rat/monkey ones were only marginally scary, but the praying mantis-like creatures were incredible nightmare fuel. They moved about in a hideous, jerky parody of a human walking, and made cooing noises that sounded disturbingly like a human baby. Plus, they'll spit clouds of flies into your face, which does really awful things to your health bar.
Haunts. The fact that the corporeal Hammer Haunts are, from the rear, entirely indistinguishable from normal Hammerites - in some cases right up until you attempt to blackjack them - makes it infinitely worse.
Pretty much anything to do with the the Eye qualifies, from the way it speaks menacingly to you to the way it ends up being permanently integrated with one of your EYES!.
Return to the Haunted Cathedral. Hot damn. That game is 10 years old, the graphics are very old and that level is still such a mindscrew...
"Down in the Bonehoard" can be pretty harrowing unless you don't mind being constantly chased by 6 or 7 zombies all the time, but the one positively terrifying thing was the flaming spectre that appears only in a puzzle room exclusive to Thief Gold. He's ostensibly there to provide extra fire arrows and not allow the player to become permanently stuck, but he is also completely batshit terrifying. After being doused with water arrows, he'll drop some fire crystals, go apeshit, speed up drastically, and start sprinting around the room in the most unnatural way possible, bouncing off the walls like a nightmare pinball before finding the door and disappearing into the bowels of the level. The worst part? He's not dead, can't die, and will come back to get you later, somewhere else, ANYWHERE else, now that you've shooed him out of his little hidey-hole. And since the Bonehorde is a long, long, looooong level, especially if you've selected the difficulty setting that requires you to meet him in the first place, he'll have plenty of time to do it. Brrrrr.
Many players found the whispering Haunts from the first game extraordinarily creepy.
In the first game, "Return to the Cathedral", and the cutscene after that. Most effective at night and despite the fact that the Hammer Hauntscan be harmed.
For the intro and first level, there have been no indications that supernatural stuff actually exists in the gameworld and therefore most players probably laughed at the superstitious people who, according to Garrett in the intro to the second mission, believe the lower mine shafts of Cragscleft to be haunted... Only to then stumble across their first zombie. This troper literally screamed when he was suddenly standing behind me...
Thief II: The Metal Age
The previous game, "Thief: The Metal Age" has plenty of nightmare fuel afoot as well. The masked servants, for example, and Karras's recorded message to Garrett: "I would have had thee under my command, else dead! Indeed...I'd have had both..." SHUDDER.
Although he was without a doubt harmless, most players will agree that the Golden child that appears out of thin air after reading the scripture and turning back into a small room that you just went through to get to the scripture gave them a huge jump and unnerved them. What's even worse, it makes highly odd noises, is invincible, tries to attract the guards and acts very oddly. Then you're wondering for the rest of the level whether it is just a robot or if there is something living inside.
Karras is an incredibly effective source of nightmare fuel, maybe because of his amusing speech impediment making him seem quite laughable early in the game. But as you play on, you come across documents, and overhear conversations, that slowly reveal just how broken Karras is. He has the power of a dominant church, ambition unrestrained by empathy, and he hates everyone. He doesn't even care for his followers.
The fact that he correctly guessed you'd crash his party at the tower on his own hunch, refused to attend despite all his followers around and set up a trap is a disturbing indication of his huge intellect and paranoia.
The Thief games are filled with moments specifically designed to make you jump out of your skin. The worst (excluding Shalebridge, obviously) is probably, as mentioned previously, that goddamn mechanical baby in the Mechanist tower.
The Mechanist robots in Thief II are very intimidating to the inexperienced player. Also, the invincible but harmless Mechanist 'Cherub' that appears out of thin air and follows you around everywhere in one level making weird noises seriously scared a lot of players who weren't unhinged by the scarier elements of the first game.
The Mechanist servants, when you realize that they are free willed humans with their actions controlled by robotic implants. They often have conversations with themselves in which the human bemoans their fate or the robot tells the human off. A specific few are known to utter 'thank you' with their final breath if you kill them.
In the rooftop/party level, Garrett can stumble into an elevator leading up to a room with a decidedly creepy-looking altar, containing a book... which, if he decides to read, turns out to be the Book of Ash mentioned with fear by the mages in the first game, complete with a full ritual in Lovecraftesque... and upon closing it, the player will find its previous two readers, turned into undead monsters!
In "Trail of Blood", in the cavern area, there is a room in which, as soon as you walk into, you will find a plethora of eyeball-flowers, which will all too quickly start turning to stare directly at Garrett, with squick-inducing squelching noises.
Thief: Deadly Shadows
The Shalebridge Cradle from Thief: Deadly Shadows is a non-stop ride through this trope, being filled to the brim with ghostly whispers, flickering electrical systems, tortured and mindless inmates that won't stay dead and so much more. Oh yes, and the building itself is alive and it hates you, and your only ally definesCreepy Child.
Say the words "Shalebridge Cradle" to any Thief veteran and you'll probably get a deer-in-the-headlights look and a hiss of fright. The level, set in an orphanage which had been converted into an insane asylum, yet still kept the functions of both. It had developed a malevolent sentience after being burnt down by a pyromaniac inmate. There were several moments in the level which were nothing short of viscerally terrifying, including:
A section where you hear a quiet knocking on a door upstairs, which gets progressively louder and more frantic the closer you get to it. When you open it, nothing's there. Even creepier: The sound is quite likely the Cradle's memory of Lauryl's frantic attempts at escape as the Hag came for her.
The entire first half of the level for the simple reason that there is not a single enemy (or sentient being save Laurel) before you reach the Inner Cradle. This means that, thanks to your less-than-comforting briefing, and the bone-chilling discoveries you make in the first area, you'll at least spend the entirety of the Outer Cradle creeping around corners and jumping at every single damn shadow, but never having his fears validated. Of course, if you played before or read about it, the edge is taken off. The first time is hell though.
Speaking of bone-chilling discoveries in the first half, how about the fact that you're not entirely told the Cradle's true nature. It's up to you to put the pieces together using a scrawled page from a child's notebook and realise that the Shalebridge Cradle was not just an orphanage and then an asylum, but in its later years both things at once...
Most of the first area is the attic covered in metallic floor. Nothing like being scared shitless and cursing the game for not allowing you to sneak.
A section where you enter the inner area of the asylum. As you walk up to the front desk, the sound of clocks gets louder and louder, and a shadowy figure runs right in front of a window. That was as far as this troper got before quitting out of pure terror. I've never played it since.
A section where you need to travel into the past using artifacts left by the asylum's insane inmates. These include a birdhouse, a gramophone which plays ghostly music and the ashes of a cremated baby.
Jacob's Ladder-esque zombies which twitch in a deeply unsettling manner and cause the lights nearby to flicker. Bring lots of Fire Arrows, and don't be afraid to use them.
While nobody could be as scary as those puppets, a close second for "the game's scariest enemy" award would have to be the Cradle's "staff" in it's dark flashback sequences. They are literally walking shadows, voids of pure, faceless blackness that walk around like people. And they do have one thing over the puppet inmates - they can kill you instantly with a single touch. It takes the puppets three or four swipes to accomplish the same thing.
Also somewhat disconcerting is the way the staff walk around leisurely, like it's just another day at the office, WHILE THE BUILDING'S ENGOLFED IN FLAMES!
Deeply distressing reports of various "treatments" used on inmates.
Fridge Brilliance of the game's designers for sowing the seeds of The Cradle's atmosphere throughout the game right up until you actually play it.
If you've been paying attention up till now during the game, the cradle will probably have already made an impression. Various conversations you overhear and notes and books you find mention the cradle, and it's vague but definite darkness. The fact that the whole city is terrified of it becomes blatantly obvious. At first the mentions of it makes you curious about it and perhaps eager to explore it. But you soon begin to realize that it is not so intriguing as it is fearsome. Still, by the way it's name keeps crossing your path, you just know, that at some point, the game will make you venture inside.
A letter you can optionally steal reveals that the reason this long-burnt-out-husk-of-a-building is still standing is because no demolitions firm in town are brave enough to go near it!
The reason your venturing inside is because it is one of the few places where there had been a confirmed sighting of the supernatural hag who can bring statues to life. The last time you met her, was a Nightmare Fuel in itself! It's not just the building that's terrifying, but the mission itself is, as well.
Specifically, the sighting that your investigating involved the hag killing a child.
The fact that Garrett, usually completely unfazed by all the bizarre and horrible things he encounters, sounds deeply unnerved in the opening briefing before he even enters the damn place.
For most levels you are advised to track down a map of the level before you actually enter it. Most of these maps are in ordinary places, libraries, desks, ect. In the case of The Cradle, you litterally have to pry the map out of it's architect's cold, dead fingers. Not creeped out yet? He's entombed in a zombie-infested catacomb!
There's even something off about the entrance to the level. It's just an ordinary wooden gate, like so many others you've seen throughout the game - with one subtle differance: On either side is a statue in an austere, religious-like pose. And they are faceless. creepy.
Garrett speaks once during the entire Cradle. Once. A simple, matter-of-fact observation that the way he came in is locked, and it just makes it all the more chilling.
Twice. When you get Lauryl's blood. "This must be Hers. It's still warm. Great..." The fact that Garrett sounds positively squeamish does not help.
He laughs because there's no down button for the elavator at the top.
There is also the subtle, unspoken possibility that you never actually escape, and that the Cradle is toying with you - forever.
Her nightie is locked inside ONE OF THE PAITENTS ROOMS! Oh, God...
The fact that pretending to commit suicide is the only way you have of actually escaping this nightmarish level.
And doesn't innocent little Laurel sound so undisturbed when she explains this to you?
Your final dash to freedom requires you to run right through the middle of a gathering of administrators who have the ability to kill you instantly if they touch you, and pray that they won't be able to react quickly enough to stop you.
The Statues of the later levels are also rather disconcerting, in the way that they move and speak.
"FIND AND KILL AND FIND AND KILL AND FIND..."
"THE SOUND AGAIN AND FIND THE SOUND AND KILL AND KILL AND CRUSH..."
Another terrifying moment is right before the cutscene where The Hag brings the statues to life. Beforehand, you enter a room that has 4 gargoyle statues. After you watch that cutscene and go back, One of the statues is missing. And then you realize that it's too late.
Definitely not the worst part of the third game, but what about that haunted ship level? On your first playthough, it's definitely the worst part of the game up to that point.
While we're on that topic, the room with the mad, rambling captain's widow as also quite unnerving. Of course, she just sits there rambling away while you go through the room, but you stay on edge, not knowing if she will do something, or how dangerous she will be. Which pretty much sums up in a nutshell why there's so much stigmata against crazy people in real life.
This part contains another instance of the "never truly explained" fear, as you never learn exactly why the ship's crew were all turned into zombies. The only "clue" you get is an otherwise normal log entry by the captain that cuts off in mid-sentence.
The Eye. Yes, it's back. And it is still freaky as all hell, with that breathy, whispering voice making disturbing comments all the time.
"Did they cry? Your quasi-brethren? Did they scream: 'Do not do this thing! It will destroy us all!' I suppose that's what they must believe... and I suppose they are right."
There are a lot of horrific fan missions for all the thief games, particularly 1 & 2.
Calendra's Legacy not only had a minor recreation of the Tomb of Horrors but also had you running through an entire city filled with undead of all sorts, including a cemetery boss-lair.
One particular Thief Fan Mission caused a heart attack (Phantasmagoria. Strongly recommend you play the remake, which doesn't have the potential to kill you). Yes, the game is this scary.
A level called "Rowena's Curse" achieves an excellant creepy atmosphere. To begin with, you are sent on a mission to retrieve a woman who has disappeared under unknown circumstances. Then, you find the mission is based in a mansion with a HUGE guard contingent, and A LOT of marble flooring, which makes your footsteps very audible to them, setting you up for an anxious investigation. But the mission only gets creepier as you delve into it's recent fatal misfortunes, and then in to it's grisly history, all the while hearing about a mysterious previous resident named "Lady Rowena." The jump moment comes when you discover a note left on the ground, addressed to you, personally (nobody was expecting you to be there), and signed by Rowena, who supposededly met her gruesome end more than a century beforehand! And the scares just keep coming. Special props to the author (who also goes by the name "Lady Rowena") for the eerie "breathing-like" background audio that surrounds the focal bedrooms, and the tribal drum music behind the iron gate. You can't help but be on edge from start to finish in this one.