Nightmare Fuel / Eiyuu Senki: The World Conquest

• After conquering Edo to unite Zipang, the Himiko army returns to Yamatai to find it on fire. Their immediate concern is finding Takeru, who had gone missing, and fearing the worst that she was being burned alive.
• When Montezuma convinces Huanya Capac to wear the Illuminati's brainwashing pendant, telling her that she will not feel fear, pain, or fatigue, meaning the wearer would eventually kill themselves from overexertion and not realize it. When Huanya Capac is freed from the influence, she begs Zipang to save Montezuma because she could feel herself losing her own mind- but unable to do anything about it- and she was afraid it was too late for Montezuma as she'd been wearing the pendant for far longer. And I Must Scream indeed!
• Mu's design is not one you want to take a close look at during night: Her face looks more like a a bare skull, her brain is partially exposed, and her skin looks more like scales that are ready to start flaking off! And Nyarlathotep is probably the one who made her look that in the first place!
• Balin's face in the event prior to her final battle shows that she's gone beyond Villainous Breakdown and into full-blown insanity.
• Nyarlathotep in her entirety: She is responsible for everything bad that's happened in the world simply because she wants to be entertained, has the power to back up what she wants by turning anyone she wishes into People Puppets- and her power over that goes beyond Brainwashed and Crazy as she can literally reprogram a person's entire personality- her humanoid design is unsettling at the very least, and her One-Winged Angel form would make H.P. Lovecraft proud of the game's art director. There is no hiding from her.
• The stories and fates of the other heroes and "gods" who tried to defeat Nyarlathotep as she tells them to the heroes before facing them. Makes you wonder how hard they tried to defeat her (perhaps with Mu helping) only, in the end, Nyarlathotep still wins.