Basic Trope: Something extremely scary and unsettling.
Straight: Sam is walking home, minding his own business. All of the sudden he starts feeling someone - or something - is following him with intention of doing harm for reasons he cannot grasp. He sees hints of this menace, in the distance, in shadows, hard to see clearly. He has no idea who or what it is - not to mention why it is after him.
Exaggerated: There seems to be something subtly off in the whole world and all the people Sam encounters and he can't put his finger on what. He also encounters brief, creepy hallucinations that may or may not be symbolic and cryptic letters warning how death would be the best way for him to happen. There are also hints of something ungraspable by humans dwelling near him and consuming his soul and body little by little, day by day. This is without mentioning someone he trusted, who turns out to be a psychopath and on false charges turns him over to authorities. These authorities then take him to be robotized, mind-wiped and machine-fed commands of slaughtering people in the messiest and the most disturbingly disgusting of ways.
Up to Eleven: Sam lives in an utterly hellish world, where a totalitarian government reigns over and oppresses people by limiting, removing and mocking their rights. Sometimes people get abducted with no warning and unpersoned like they never existed - before or after being literally dragged through who knows what all sorts of disgusting and disturbing types of torture or 'treatment' (which would explain why some robo-soldiers or servitor-like work assistants look a little familiar) or fed to someone or something indescribably unpleasant. From time to time people also get slaughtered in the middle of the day by terrorists, sorry, freedom fighters who look like any other ordinary human being you would encounter on street and are ready to stoop down to any low in their fight against the government. Not that all civilians are great, either, because some of them exercise the worst kinds of depravity imaginable without conscience bothering them a bit, sometimes even completely serenely or childishly giggling. Some of them look mildly off and merely looking at or listening to them may get your body to warp in bizarre, agonizing ways. Even home you aren't safe, because houses can play tricks with your mind every second of a day, sometimes even hiding something that keeps eating your mind and soul a little by little without you being able to do anything about it. Brown Notes can appear out of nowhere. Nightmares are also sentient and if you wake up after one, there is a chance of finding yourself just as a lump of bloody skin with skeleton and pieces of brain all about a room - with some sentience still remaining. If you try to protect yourself by isolating yourself, you go insane of paranoia or become a prisoner in your own mind. Sam has also discovered he has a worm inside his head that keeps eating his brain cells.
Serial Escalation: On top of this all, there are invisible mind-controlling and body-snatching entities around every corner, meaning you can have your thoughts and body controlled and never realize it.
If you become a victim of crime, the police couldn't care less, because they are too busy torturing and killing 'political criminals' and dissidents.
The military can't be turned to for help, either, because all soldiers enjoy an opportunity to be colossal jackasses as well (thanks to their training by equally sadistic petty officers and officers and merciless training periods, during which the most vulnerable ones are put through who knows what humiliating and horrifying before being transported who knows where).
Out in the open are running Satan-worshipping cults, Eldritch Abominations, resurrected people shadows of their old selves, creepy perverts obsessed with the most disturbingly disgusting porn and snuff films, master-hacker terrorists in it just for laughs, fanaticism, money or some combination of the three, religious sects dominated by psychotic, controlling fanatics, heavily armed gangs and infected, walking corpses while everyone in the neighborhoods with the worst aspects of the Deep South does drugs, burns books and plays unlistenable music.
More urban areas have several labyrinthine zones where you can get lost forever and get chased by someone or something whose motivations you aren't sure of and who may or may not have a connection with a terrifying deity rumoured to dwell nearer to us than you'd think.
Every single milligram of the whole wide world is full of horrific things happening so densely you can't wrap your head around it. There are endless possibilities of legitimately developmentally damaging events happening to anyone that gets born - and it's just as common for someone to become a sadistic, depraved, predatory maniac even though they had the happiest childhood possible. Of course, after all the things happened after an unspecified worldwide event in an unspecified point in time (countless time travellers have died gruesomely trying to correct it), it seems everyone is automatically reborn as adults and there are no more children around, because adults can actually be just as vulnerable as children, far more prone to self-reflection and far more understanding of scary possibilities that sooner or later strike anyway.
Even if you go insane of paranoia, something is going to get you, even if that something is your own madness. Not to mention there is an evil god above controlling every action and thought of all human beings for its sadistic pleasure of seeing good acts punished and bad acts rewarded before being punished as well. The origins of this deity are unknown. Sometimes it lets you know of its existence just so it can mock you for knowing you can't do anything about it. Also, some sources refer to several other deities even more horrifying, which escaped something... else entirely.
You literally can't live and breathe without something about it being the fuel of the worst nightmares.
Zig Zagged: Sam has the unsettling feeling that he's being followed. When he turns around, he finds that it was just a cute, little bunny. Then it bares it sharp teeth and pounces on Bob...to give him a great big hug. In the end the bunny bites Bob's head off but leads his soul to heaven...Or Is It?