Yes, its mostly a light hearted series involving demons and monsters but if you look past that, there are things that might give you nightmares....
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- The fate of the Prinnies. Yes, they are the adorable mascots of the series, but their backstory can come off as this. You see Prinnies are the souls of humans who lived a rotten life (sinners, criminals, even those whom committed suicide), and they must pay off their sins for the rest of their afterlife if they ever want to reincarnate. Said paying off of sins includes (in the Netherworld) many hours of manual labor and dangerous missions and it doesn't help that they're paid in sardines and highly prone to detonation. Now on the other hand, it can be seen as Laser-Guided Karma but if you're a living human in the world of Disgaea, you'd better behave...
- Mind you, Prinnies can end up in Celestia as well, where they mostly pay off their karmic debt through menial labor like cooking, cleaning and laundry, but it's basically luck of the draw as to whether a Prinny goes up or down.
- Tyrant Overlord Baal is an unbelievably powerful monster whom is known to conquer vast swaths of Netherworlds; the mere mention of his name is known to make most demons outright fearful. Even if you manage to get strong enough to fight him, he doesn't die — as Makai Kingdom explains, he's a aggregate of evil souls that will simply Body Surf to a new vessel, and it won't matter if it's a Prinny, since it'll still have his ungodly power. Each entry in the series has had him get even stronger.
- Thieves in the series are able to steal stats from enemies, largely represented as stealing things like "Memories" for EXP and "Manliness" for ATK. The real horror here comes from how Maderas casually uses this to steal Etna's memories, and told her to kill Laharl in exchange for them once he becomes Overlord (never mind the possibility that he'd renege on that deal, as Chapter 5 outlines). This crosses into Tear Jerker once it's revealed that among the memories he stole was her promise to the late King Krichevskoy to help guide Laharl to being a magnificent Overlord.
- Crossing into a mix of Fridge Horror and Green Aesop is D1's Human World. Raygun Gothic aesthetic aside, the planet is shown to be in bad shape, to the point that General Carter outright states that the world won't last another century, hence his reason to invade the Netherworld. Makes you wonder what happened...
- The False Zenon's curse was made to not only transform every human on Veldime into demons, it also gave him the ability to drain their memories and conscious on a whim to empower himself. With this, it ensures that nobody born under the curse has any real ability to oppose him. However, excessive use of this also brings the risk of turning the people into real demons for good and causing a mass revolt.
- His control over this curse even allowed him to come Back from the Dead on two separate occasions. One has to wonder how long he had spent refining this curse's powers, assuming he didn't simply take it from someone else.
- The Real Zenon is another story altogether. Overlords fighting one another for power and dominance is nothing new, but the Real Zenon ended up killing 1000 Overlords during their reign (and got 99 of those kills in a single day, no less), and was on the verge of potentially becoming a second Tyrant Overlord Baal. Reincarnation was supposed to be a way out, but even that wasn't enough to escape.
- The Worst Ending in this game is easily among some of the darkest stuff NIS has produced. If Adell accrues 99 Felonies and 100 Ally Kills, with Rozalin among them, this triggers a fight against True Zenon. Winning has Zenon possess Adell's body before going on to devour Taro and Hanako, and it's implied that Etna and Yukimaru would be next on the list.
- After clicking 5 secret switches and defeating Friday's Evil Counterpart, the Dark World opens. Not only can some stages have conditions that will immediately draw you into the Dark World, the Dark World's main resident, the Dark Sun, will always be present to harass you, doing things like inflicting Standard Status Effects on random members, transforming humanoid members into monsters, and even inflicting an instant Game Over on you. The only way to stop it is for someone to ascend and fight it, but anyone with an active felony count will actually end up giving enemies a level boost equal to the count. Even if you manage to kill it, the Dark Sun will return in the next stage you enter. What doesn't help is that the Dark Sun can make some unsettling facial expressions depending on its difficulty.
- Aurum takes Fallen Hero to a disturbing extent. When Mao's Father ends up holding back so as not to injure his son, Aurum effortlessly kills him, and then when Mao attacks him over breaking his promise to merely hurt the Dean, Aurum gets the idea to make his own arch-enemy, and for 200 years completely cripples Mao's mental state and subtly tries to goad him into active evil as his butler, Geoffrey.
- The Human World ending pulls no punches. Mao, actively giving into evil (through getting 99 Ally Kills by the end of Chapter 7), squashes his True Heart's attempt to stop him, and when Raspberyl tries to stop him, Aurum murders her in cold blood, sending Mao over the edge. Aurum ends up regretting this when Mao effortlessly stomps him, and then is stated to erase the universe through his sheer anger, floating in a void forever...
- Hell, the reason why Aurum went through all of this? He had grown tired of the fighting, but wasn't allowed to simply retire; even if he fell in battle he was revived and sent out to do battle again and again. After killing the Dean, he was about to simply fade away into obscurity, but Mao attacking him reignited his spirit and warped his desire. Either he'd kill a far stronger Mao and reclaim his status, or Mao would finally kill him.
- The Vita remake goes a step further, as the "Death Institute, Majin Academy" storyline shows. Aurum stopped by the aforementioned academy, and ended up killing its Dean, which ends up royally screwing up Stella's mind, being the root cause of her Sanity Slippage.
- Fear The Great is a system God installed on every planet in the Solar System, made to activate when malice exceeds a certain threshold. Once active, it possesses the most malicious individual, and continues absorbing malice until the planet is destroyed. Flonne opens a path to its interior, which is a whole other dimension filled with malice-monsters taking the form of common demons, and all speaking in the voice of the possessed (in this case, Judge Nemo).
- What makes this worse is that, according to Flonne, the Fear the Great system in the Human World had already been activated in the past — seven times, as a matter of fact. What the hell happened back then?
- Speaking of the Human World, aside from it being in a state potentially worse than D1's Human World, humanity has grown so afraid of itself that demons and angels are actively losing their sources of power, which Judge Nemo is gleefully exploiting, right up until he prepares to render humanity extinct as well, and he had plenty of backup plans in-case one was stymied.
- How bad has Earth gotten? A coalition of around twenty-million different alien species came to a collective vote stating that Earth deserved destruction.
Disgaea D 2
- The Artifact of Absolute Death is a Netherworld Treasure that drains entire Netherworlds of their magic, utterly destroying them. Xenolith had sought it out to help contain Etna's magic, but the thing has a mind of its own, not only embedding itself in his chest, but also refusing to turn off and even possesses him for the final battle. Who made this thing?
- Void Dark's Overload Skill, Brigante Eclipse, allows him to steal other Overlord's Overload Skills with ease, quickly catapulting him upwards to his current story status as Demon Emperor. By the time the story begins, he's already conquered around two-thirds of all known Netherworlds, and is seen at many times effortlessly killing any opposition (alongside any secretaries that make even a minor mistake; he's on number 83 at the story's beginning). During the game, he's seen seeking out certain Overload Skills and actively taking them for himself; near the end of the game he even throttles Broken Faith Magia out of Demon General Majorita, and then immediately uses it against her! When Killia purges Void of his evil through Macrocosm, events take a turn for the surprising when everyone learns that Void only did all of this to undo his accidental murder of his sister, Liezerota. Things take another twist when Void's purged evil then possesses Lieze for the final battle! Even after it's banished from her, it continues seeking out new bodies to inhabit during the post-game story, until a Twin Macrocosm from Killia and a now-reformed Void ends up banishing it to the Carnage Dimension, where it quickly sets up shop and becomes thousands of times stronger! There is one little eyebrow-raiser in a flashback scene, where Void states he "obtained the power beyond hatred", implying his growing frustrations with his inability to master the Ultimate Demon Technique started to lead him down this road.
- Majorita's stint against Toto Bunny went something like this: she curses Usalia to rampage unless calmed down by doing something she hates, in this case consuming curry. She then occupies the Netherworld, telling its occupants and the ruling family they'll be freed after 100 days of hard labor for the Lost, only to then kill them all on day 99 and raise them as zombies afterwards. Little wonder the otherwise nice Usalia wants her dead.
- Since Disgaea 2, the Land of Carnage has mostly been a bonus area where the enemies are stronger and the player can obtain the strongest equipment, with Dimension 2 reducing it down to a Cheat Shop toggle instead of a new hub. Disgaea 5's incarnation, the Carnage Dimension, gets more story focus: on occasion, the denizens like to slip into other universes and find promising recruits, but this also doubles as a test for that universe's strongest fighters. Failure to impress the Carnage Demons results in that universe being erased. Goldion, after his loss to the Rebel Army, was rescued by the Carnage Demons and, after being restored to full health, was immediately put into a brutal training regiment, one where he even mentions that the weakest Carnage Demon was multiple times stronger than he was, even after his time as Bloodis.