Boogiepop Phantom certainly has some moments like this:
- In the very first episode, Moto confesses her love to what she thinks is Masami Saotome's ghost. He says he doesn't know her, and she agrees to let him kill her - he matter-of-factly says that she "really will die", opens his mouth, and tentacles come out. It gets even worse when he shows up in episode 3.
- "I have to eat the spiders." from the second episode.
- Mitsuzu claims to have found some sort of zen acceptance of all life's horrors and beauties, having adopted this philosophy from a friend who died a couple years ago. In episode 3, said friend begins to appear—her face half-covered in blood, her eyes unfocused—and she shakily raises her hand to point at this girl and shouts "LIAR!". By the end of the episode, this and a couple other events have caused her entire world to fall apart. She stumbles out of an alley to find a policeman, running towards him for comfort. Only for the policeman to turn out to be the composite human Snake Eye and eat her alive. And you're treated to a lovely first person camera shot from the girl's perspective as this happens.
- Oh, and at the very end, he drives away with her body parts in the back seat. Oh, and they shift in transit.
- The creepy high school kid whose obsession with a dating sim, combined with the Type S drug, causes him to start fantasizing about one of his co-workers, mixing her up with the character in the game. His increasingly controlling and stalkerish behavior and mental/emotional breakdown are chilling to witness, especially since his final fate is shown at least two episodes prior.
- In the fifth episode, centered around a theoretically normal chat between two cops that gets less and less normal and more and more disturbing as the episode goes on.
- Back when Locomotion still existed, the commercials they used to promote this series were spooky. One of them was the superposition of a typical Japanese crossroad, a character trying to get a butterfly made of light, a distorted crosslight music, and the audio of one character stating calmingly "Why are you trying to do things? We're going to die soon anyways" with the translation subtitles fading like they stop being lighted on. The worst part is that that scene was lifted verbatim of the series, only adding the spoken lines from other episode for increased creepy.