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Nightmare Fuel: Warframe
The Stalker, if you aren't expecting him. You're out, minding your own business, celebrating a boss' defeat, when suddenly, the lights flicker. Then:
Stalker: [Player], you cannot run from your past.
The OrokinVoid. Pristine. Beautiful. Transcendant. Utterly empty except for "corrupted," nearly-silent versions of enemies you face in normal levels. No music plays during these levels. Look out a window and all you'll see is black dots in an endless white expanse. It begs two questions - who were the Orokin, and where did they go?
The Zanuka Project: various sliced-up Tenno and their warframes formed into a mechanical quadruped controlled by Corpus technology.
The Infested. Grineer and Corpus alike who were unlucky enough to get infected, twisted and hideously mutated. Some wind up running on limbs that used to bend the other way; others as eyeless things with no purpose but to get close to an enemy, at which point they spasm and then explode in a spray of gore and nano spores. Some are reduced to just a (mostly) headless torso, pulling itself along with its flailing arms. Pray that nothing of the original mind remains.
The Infested Corpus◊ have a new arm growing from their chest and fused to their face and helmets like it was grasping at their skulls. The Infested Grineer◊, once humanoid, have been twisted into quadrupeds in the grossest way possible, their chests pointing up in the air with their limbs bent backwards and joints inverted, a new "head" forming over their heart while their old skull hangs below their body. As for the Ancients◊, whatever they were before, they have no resemblance to it at all now.
Lephantis, a bio-engineered Infested monstrosity that was created for the Old War and survived by hiding in a derelict Orokin ship. It consumed and absorbed everything and everyone that discovered it, and so when you reach its chamber, it attacks you with giant, twisted versions of all the enemy factions. The Corpus head is especially horrifying, as the infested Crewman's helmet has fused with his skull and become a mouth that opens to attack you (compare a normal Crewman◊ to the mutated version◊), and the Grineer head has a huge scythe which is basically an instant kill. When you defeat the heads, the floor beneath you breaks, and you fall down to see Lephantis's main body, a building sized monster with all three of the heads growing out of it. Only then does the boss subtitle appear. Doesn't help that all the while, Lephantis is sending you messages like "We are countless. Consume us. Be reborn." and "We embrace you. Why do you defile us?".
The fact that the video appeared exactly at the end of a developer livestream interrupting it mid sentence without warning increased the effect.
Before the Grustrag Three show up, the Lotus contacts you about 'impossible readings' she is picking up nearby, and her transmission is abruptly cut off. She gets out a few more garbled transmissions about how you are 'being hunted' and then suddenly begs the Tenno to abort the mission now before she is cut off totally. There's a few seconds of nothing, then the Three spawn into the level.
The genuine concern you can hear in her voice is what really frightened me the first time the Grustrag Three appeared in my game. Lotus, while she does care, is nothing but utterly calm, or at most, mildly surprised, even on the most dangerous missions. Suddenly, she is clearly frightened and confused, screaming at the player to abort and run before getting cut off.
Seeing your Warframe getting captured under the orange cage-things is pretty disturbing too, double if you don't know what's happening.
Infested Corpus Ships. They have this music, are claustrophic, full of deadly hazards that get worse as you kill more hive nodes, near-insta-kill poison enemies can trap you at close range, and there are so many infested in your face that you will start drowning in them if you don't have a decent piercing or crowd-control ability. All that's missing is the M 41 A Pulse Rifle.
Vor's ominous threats and taunts as his Ascaris slowly takes more and more of you over in Update 14, culminating in this line that replaces the Lotus' standard "Mission complete" dialogue at the end of the Corpus Hijack mission.
You are MINE.
Story-wise, the little information we have of the Sentients leans them towards this. These are something so threatening that the Orokin unleashed the Technocyte Plague and the Tenno in order to try and stop it. They pilot "worm-ships" which use heat-bursts to boil their enemies from the inside, are described as having "multi-faceted eyes", and are nearly endless in number.