"It has been reported that some victims of rape, during the act, would retreat into a fantasy world from which they could not WAKE UP. In this catatonic state, the victim lived in a world just like their normal one, except they weren't being raped. The only way that they realized they needed to WAKE UP was a note they found in their fantasy world. It would tell them about their condition, and tell them to WAKE UP. Even then, it would often take months until they were ready to discard their fantasy world and PLEASE WAKE UP."
The old SCP-532 was a stream of sentient, telepathic, serial killing raw sewage that the SCP Foundation couldn't contain at all. Once you've been selected as its next target, it follows you everywhere, injecting itself into every plumbing system you'll ever use. It will poison you to death and there's nothing you or anyone else can do about it, because it telepathically disguises itself as ordinary water. You could be drinking it, bathing in it, brushing your teeth with it, washing your dishes and clothes in it, eating food at a restaurant whose staff have washed their hands in it, etc., and you'd never know. No matter how sick you get, your doctor will never be able to figure out the cause.
SCP-157 can pretend to be your dinner... which then eats you, from the inside out.
Speaking of SCP paranoia, take SCP-288. When your 'beloved' significant other gets down on one knee, and proposes marriage, think twice before putting that ring on your finger.
SCP-280. Any time you're in darkness, it could be there, waiting for you. Any shadow you just spot out of the corner of your eye, could be it. Turn on the lights and its not there? Doesn't prove anything, it's just retreated, and it will come back if you turn them off again. Oh, and it needs to be kept in total darkness to keep it from escaping.
SCP-966, horrifying invisible creatures that prey upon humans. They stalk you and deprive you of sleep, and once you're weakened enough, they eat you. All the while you never notice that one of them is behind you. Not good to read about if you have insomnia. And it turns out that they're found wild all over the world.
Especially in two blacked-out locations, one of which have 5 blanks followed by 7. Very comforting for readers in N-o-r-t-h A-m-e-r-i-c-a. Or S-o-u-t-h A-m-e-r-i-c-a. Or... Oh, Crap!.
SCP-096, if you ever see its face, even as a few pixels on a blurry photograph, will come hunting for you and tear you apart. It can not be stopped nor killed while doing so.
SCP-1471 is a downloadable app for your phone that promises an 'exciting interactive experience' to 'cure you of your social anxiety'. Said interactive experience is a series of text messages that show pictures of a terrifying humanoid creature covered in black fur with a dog-like skull for a head. At first it seems just plain creepy, but it gets worse as over time it starts sending pictures from locations you're familiar with...to places you've just recently visited...to where ever you are right now.
Staff members in charge of SCP-231 are allowed to take an amnestic when leaving the project, due to the extremely distressful nature of containing SCP-231-7, and then have false memories implanted. As the O5 council member writing the quip on the amnestic option says, there are those in the Foundation who have been assigned to those horrific SCP-231 duties in the past, but they don't remember it.
Forget all the SCPs. Forget the Sleep Killers, forget the sewage, forget the Eyes in the Dark, forget the botfly toothpicks and the statue that sneaks up behind you and snaps your neck. Now remember, anything can be a potential SCP. Even ideas can be lethal. Sleep tight.
Even better? The Foundation itself is this, as they are seemingly omnipresent throughout modern human affairs, ready to strike to contain an SCP. If that doesn't sound bad enough, think about just how involved the Foundation is in trying to cover up information that could help or hinder humanity to preserve normalcy. A limitless organization is a great use of this trope.
"It is statistically likely that there is a spider on you at all times. Research has yet to indicate what kind of spider, but it's probably one of the really ugly ones."
Later, there is a report that a new kind of spider has been discovered, which is poisonous and almost too small to see.
Also in your house right now is a Faceless Old Woman just outside your vision, who sometimes moves things around, cleans up and hides rotting meat in the bathroom. The authorities want to detain her, and closing in on you as you listen, with authorisation to use lethal force. It is already too late to flee.
In Dominion And Duchy there is a brief mention of the Large Hadron Collider on Earth, in the United States for some reason. When it is turned on, half the United States is glassed and something comes out that eats Venus!
Marble Hornets. Try watching Entry #14 (Slendy comes into Alex's bedroom while he's asleep) and #19 (The masked man does the same thing to Jay, who then disappears for three hours with no memory of what happened) and see if you can sleep easily after that. For that matter, the slightest glimpse of Slendy should be enough to freak you out, especially when you realise that he's in every video and you can't always see him... which means he could be anywhere. He could be watching you right now.
This happens less frequently in later entries, but it that doesn't diminish the fuel stocks, instead replacing it with things such as Laser-Guided Amnesia, Sanity Slippage, and friends attempting to kill you.
Don't bother asking your friends or family for help with your Slendy problems; chances are, they're working for him. And they have been all along.
That guy you see in class every day who helps you with your homework? He's the one sending you threatening messages and sneaking into your room at night. He belongs to a cadre of Slenderminions—and he's helping to orchestrate your forced induction into their circle.
In "Mary Asher Phone Call", Noah learns that the Collective has had its eye on him since birth, and has been monitoring his every move throughout his entire life. Oh... and they're in his house watching him at that very moment. Try getting a good night's sleep after that.
What isthe Terrible Secret of Space? What could be so bad that the Space Robots need to push the humans down the stairs for their own protection? What does bread have to do with it? Is the Shover robot malfunctioning like the Pusher robot says? Is it the other way around? Are they both malfunctioning? Are they lying about the Terrible Secret? Are they the Terrible Secret?!
This will make you paranoid of plushies. Especially big ones, although the small ones are still paranoia-worthy.
The Entity of Atop the Fourth Wall. The Entity will abduct you if you are alone. Being in a house with someone in the next room counts as alone. Being in a room with someone around the corner counts as alone. At one point, being in the room with someone looking the opposite direction counted as alone. Sweet dreams.
No she's not an Eldritch Abomination, but The Nostalgia Chick's behavior towards Todd creates a more realistic fear. A crazed stalker who will do everything in her power to get what she wants, including kidnapping, government fraud, blackmail and plenty of sexual harassment.
An online-originated urban legend surrounding the Japanese poem "Tomino's Hell" plays on this. You're told, whatever you do, to never read it aloud for risk of cursing yourself or bringing great misfortune to your life. Regardless of whether the curse is real, the notion is effective- any coincidental misfortune that occurs to someone after speaking it will then seem like the poem's fault, and many posts of people claiming they've read it to no ill effect are never followed up with further updates that would show that they continued to be unharmed.