For the first half of the game, Dante seems to go out of his way to present himself as a walking incarnation of Nightmare Fuel. Not only does he kill Sanctus, but he seems to specifically turn in a way to make his blood-splattered face look as menacing as possible. He goes on to butcher about twelve other people, toys with one of the best swordsmen in the country purely because he's bored, and then vanishes into thin air. Fortuna got very lucky that Dante isn't the person he presented himself as.
The bosses in this game are intimidating and all distinct, with many being nightmare fuel for different reasons.
Faults, horrible monsters that appear out of the ground with a terrible rattling sound. WallMasters, essentially, these things form on the ground beneath Dante to swallow him and take him to a strange semi-dimension to fight some monsters and waste time. They operate and look like worms with eyes all around its mouth and never stop coming, causing you to have to keep track of them as you fight other monsters, severely reducing your combo chances. Their only saving grace? They only show up in one mission.
Unless you're playing against the Savior in Mission 18 on a difficulty level higher than Human (Easy).
Agnus around Nero after his first "Boss battle" (That he doesn't participate in...). The way he is around Nero is creepy in general, with his obsession over Nero's Devil Bringer, and ESPECIALLY when he has Nero pinned against a wall. He states that Nero will be his next subject of experimentation, and aside from his actions seeming WAY too similar to a rapist and his victim, the implication that if Nero hadn't defeated him the first time around he would be nothing more than a lab rat for the insane scientist are way too chilling to ignore.
The interior of the False Savior statue is a mess of demonic body parts where there would be veins bulging out in places and eyes on the walls that wouldn't look out of place compared to the Angels from Bayonetta.
The Mephisto and Faust enemies act as successors to the Sin Scissors from the original Devil May Cry, being cloaked in shadows and able to phase through walls. Unlike the Sin Scissors, however, their cloak can be torn off them, revealing their true form of a giant demonic earwig. The way they attack is also disturbing, with the Mephistos using a single finger to skewer the player and the Fausts staying with all fingers quickly or summoning detached fingers that circle the player and skewer at random intervals.
On their own, the Chimera seeds arent that scary, considering they are a clump of vines with legs that meander around and are easily killed. However, they become nightmare fuel after their true potential is revealed; when in the presence of a Scarecrow or Assault, they will furiously charge at the demon and attach themselves to them, blooming and revealing a pair of sharp tentacles. These bonded demons are far more dangerous, with the seed protecting its host at all costs, a true demonic parasite.