Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Wicked
The scene discussing everyone's reaction to Elphaba post-melt down doesn't give much detail, only that it was horrifying, vomit inducing, and that they aren't going back into that room to clean it up any time soon.
The bizarre inter species orgy in the philosophy club turns from crude to eerie as the host narrates cryptic prophecies along this.
One of Elphaba's first words was after being found outside in the darkness, "horrors."
The Wizard's mechanical head contraption in the musical. It was deliberately meant to be creepy and loud.
The Wizard's head contraption: I am OZ!!! THE GREAT AND TERRIBLE!!!!!
The Reveal in the musical that Elphaba turned Boq into the Tin Man (so he could leave despite lacking a heart looks like something out of a horror movie. The music, along with Boqgoing mad from the revelation, really cements the mood.
Ilianora/Nor being "stitched into a finalizing virginity" so that she would never have children who would suffer as she did.
An example from the musical: After "As Long As You're Mine," that screaming sound Elphaba hears before she sees the house... Is that supposed to be Nessarose as she's dying? Either way, it's chilling.