Thanos, the Mad Titan, is one of the primary Big Bads of the Marvel Universe alongside Magneto and Doctor Doom, and most certainly one of the most threatening. A Titan with a Deviant disorder, Thanos had yearned for the love of Mistress Death herself, considering life as "hell" and having only an eternal desire to die so that he can be with Death. In his most infamous outing The Infinity Gauntlet, Thanos assembles the titular artifact and tampers with the universe as he sees fit, just to win over Death like some jealous teen. He goes from trying to destroy all the stars in the universe using the Infinity Gems, to creating his iconic Infinity Gauntlet and doing the legendary Badass Fingersnap that wipes out half of universal life, to becoming the very personification of said universe itself, all while not at all regarding the countless lives being at stake and instead completely relishing in the massive waves of casualties by his hand. One of the most dreaded beings in the universe and perhaps the only one that would force all heroes and villains to perform an Enemy Mine just to stop him, Thanos is petulantly lustful, but still a brutal, destructive tyrant who, while he later became an Anti-Villain and was always far from the most despicable Marvel villain, is still feared by numerous due to his almighty power and position.
Ant-Man: Spousal abuse is a pretty heavy topic to cover in comic books, and the subject has unfortunately become something of a hallmark with regards to the Marvel character of Hank Pym. After suffering a mental breakdown, Hank once struck his wife, fellow super-hero / Avenger The Wasp, in a fit of anger, and for decades writers have been getting mileage out of that single incident. Perhaps the most visceral representation of Hank's anger management issues, however, came from the Marvel Universe's Ultimate line, where the Ultimates version of Pym was very much not a loving, devoted husband. Pym didn't just strike his wife, he used his ant-controlling helmet to sic thousands of ants upon her (an attack which caused her to go into anaphylactic shock). As if seeing an army of insects trying to devour her wasn't bad enough, Hank's calm, cold reaction as it was happening upped the creepy factor by a thousand-fold. "You shouldn't have made me feel small." He also used Bug Spray on her while she was small, naked, and helpless.
For those who haven't seen that version, Ultimate Galactus (known in this universe as Gah Lak Tus) has, shall we say, a different method of operation from the mainstream version. Instead of a giant humanoid in shiny purple and a big-ass hat showing up and declaring with much Purple Prose that his eating your planet will ultimately serve some higher cosmic purpose, the Ultimate version is truly scary, so much so that the mere warning about its approach inspired world-wide nightmares affecting the entire human race, and millions of mass suicides. The truly nasty stuff comes in the third volume, when Gah Lak Tus actually starts doing things to the world it intends to eat. Like sending "silver angel" heralds to inspire suicide/murder cults, broadcasting irresistible psychic waves that drive you insane with fear, and spreading an Ebola-like virus, all so that the task of stripping the Earth bare of life is made easier. Then finally, when everything else is dead, Gah Lak Tus itself arrives: a hundred-thousand-mile-wide swarm of skyscraper-sized mechanical eating machines, each one dropping from orbit like a bomb, and implacably boring into the lifeless ground and grinding the entire planet apart from the crust inward. It's not for nothing that the final volume is called Ultimate Extinction.
The true nightmare fuel from that story was Silver Surfer's teeth. *shudder*
And as for the cosmic purpose Gah Lak Tus normally has: why does Ultimate Big-G need to eat planets? To use a planet's energies as fuel to get to the next one. Even worse, Gah Lak Tus despises all organic life and wants every living thing to die as painfully as possible.
That all said, the mainstream Galactus is far from a puppy. A skyscraper-sized star god who can go anywhere in the universe he pleases, unstoppable and powerful enough to vaporize entire solar systems as if they're nothing. He might get hit with The Worf Effect regularly, but more often than not he rebounds from it and reminds everyone why he's feared across the universe as a world-ending force of nature. He also regularly has a Flying Brick of godly power to follow him around, and it's VERY rare for them to be as compassionate as the Silver Surfer.
The Marvel crossover event Inferno was filled with minor moments of mass murder/maimings as the city warps into living objects of death, gouging out peoples' eyes and trapping them for eternity in postage stamps. But worse is the murderous elevators: one elevator murders a tourist family, complete with the son screaming for his daddy to save the family as they are killed behind the doors of the elevator. Even worse, was a page cut from all printings of the Inferno in collected format from New Mutants #71: right after a scene where the villainous Hellfire Club members are forced to go out to save people from the attack of the demomic objects, we see people banging on an elevator door trying to flee the building. In the page that is cut, a still at this time completely 100% evil Emma Frost is in telepathic linkage with the people as they flood into the now opening elevator, as she screams at them to not go into the elevator. Cut to the screaming sounds of the dying and the elevator reaching the first floor as Emma, in telepathic contact with the civilians as they are being murdered, screams in utter and complete horror as the elevator opens up and a tidal wave of blood pours out of it, with the skulls and corpses of the dead piled up inside the elevator.
Also, the key plot point is that thirteen infants were supposed to be sacrificed. Thankfully this was averted; then, the U.S. government raised those infants as child soldiers.
Charlie Huston's run on Moon Knight. It explained that the reason Moon Knight hadn't been seen for years was that he'd gotten into a fight with Raoul Bushman, his nemesis. He'd had his knees broken during the fight, so in revenge, Moon Knight cut off Bushman's face. And why did Bushman and Moon Knight get into the fight in the first place? Bushman had been sicced onto Moon Knight by a group of suits who wanted to fuck up Moon Knight's life as best they could.
This is just the tip of the iceberg. Marc Spector (Moon Knight's real identity) started having visions of an Egyptian God (Khonshu) telling him to kill everyone in his name. Was it the real Khonshu? Who knows, but it's not exactly like he's gone away.
After getting the cape back on, Moon Knight takes this brutal murder to most of the criminal scum he continued to fight. Some of the stuff he did was real heroic quality. Except for all of the parts where it wasn't.
His former sidekick Midnight returns, half-cyborg. Since he wants to be killed, and Marc refuses, Midnight gets into a violent fight with Moon Knight, climaxing when he tied Moon Knight to a giant clock and slicing open his back.
He also mind fucked a psychiatrist into saying that he was sane so that he could work for the government. Brilliant.
Warren Ellis' Ruins, a version of the Marvel Universe where everything went horribly wrong. Everything. Powers go out of control, mutilating and killing their owners. All the "Happy Accidents" ending in death or worse. Cannibalism, child prostitution, Body Horror and MORE mutilation; the Hulk as a rampaging mass of tumors or a de-limbed Quicksilver lying in an asylum. Or maybe it's the Silver Surfer ripping open his own chest in an effort to breathe again. Nightcrawler chewing on his own tail. Johnny Blaze pouring petrol over his own head and setting himself on fire. The army of cancer-ridden Kree. Thor as a pathetic, insane, cult leader. Emma Frost's flock of lobotomized children. Wolverine rotting from the inside out.
The Marvel Comics "What If??" stories when they go super dark and bleak.
One particular example would be a story where a crazed Sabretooth breaks out of captivity and chases a terrified Jubilee throughout the X-Mansion. He kills Beast and Bishop, and is only stopped when Jubilee turns on the Danger Room after trapping him inside. That last page has her sitting in the control room while listening to him scream for hours as the lasers fry his flesh and he keeps healing until he can't anymore. Read an excerpt here.
Jubilee: It was him or me. It won't bring Hank or Bishop back, but it had to end this way. His screaming, I'll never forget it. It's stopped now, but somehow, the silence is worse.
As an extra punch, the very last panel where she says, "But somehow, the silence is worse" is in completely inverted colors. Said colors are blood red and black.
The comic also has a brief scene that suggests a rather serious amount of Fridge Horror: Jubilee finds Iceman draped over an unconscious Emma Frost, possibly dead. But when she examines him, she sees no evidence of Sabretooth having attacked him, and later on Sabretooth doesn't mention him when referring to his victims. No explanation as to what had happened to Iceman is given.
What if the Fantastic Four's second child had lived. The story where the girl is evil. The daughter is revealed to be a succubus-like creature, drains Sue's life, and causes Ben and Johnny to die as well. Add to everything the fact Reed goes crazy, and Franklin has to team up with Doom to banish his sister to the Negative Zone and you get a "whoa... that is messed up" moment. Plus in the end Franklin is left alone in the Baxter Building with no one.
The Juggernaut is often subjected to The Worf Effect, but really, he's terrifying when you think about it. On paper, he has Super Strength, Nigh-Invulnerability and a Healing Factor — if that's not a scary combination in and of itself, his vast array of Required Secondary Powers includes "doesn't develop fatigue", "does not require food", and "does not need to breathe". The ultimate Implacable Man, in other words — once he gets started, he will never stop. You don't have enough gun to hurt him. Hell, nobody has enough gun to hurt him who isn't a Reality Warper. You can run as far and as fast as you like — though, keep in mind, it's been said his Super Strength allows him to run at speeds of up to 110 miles per hour — but ol' Juggy will just keep coming along after you. He won't ever get distracted, he won't ever get tired, and he will. Not. Stop. Ever. Icing to the cake is that Juggernaut is usually a mild form of Psychopathic Man Child; all of that enormous, terrible power... controlled by the mind of a schoolyard thug, a nasty, petty bully whose mind never grew up even as his body did. The whole reason he fights against Xavier is because he's still nursing a childhood grudge against his stepbrother.
Mr. Sinister from the X-Men comics. Yeah, whatever about the name, he is a scary son of a bitch. It has a lot to do with various fears (Unmarked dangers, manipulators, telepaths... something that can fuck you up real bad but you have no idea that they could). And that use of psychology that is on par with Hannibal Lecter's. Shapeshifting, the fact that someone could be effectively controlling you or your life without you knowing. He can just seem like a different person thanks to mind tricks and perfect shapeshifting. Hello, Paranoia Fuel
One particular backup story from an issue of the reprint series Classic X-Men was particularly chilling. The young Scott Summers (Cyclops) grows up alone and bullied by a boy named Nathan in an orphanage. A kindhearted young teacher starts to protect him and finds a nice couple willing to adopt him. Then she wakes up to find herself in her nightgown where Mr. Sinister says she's been meddling in his affairs. The next day she suddenly acts completely different and cold towards Scott. The couple who wanted to adopt him are killed when their small plane crashes into a mountain.
Sinister was originally a different type of character, considered too horrific to go to press as proposed. Ever wonder why such an example of Nightmare Fuel went by such a silly name? The original Sinister was the psychic projection of the bully in the above example. It was, essentially, a sentient mass of childhood fears, that itself matured and learned and grew older: your childhood bogeyman who had Adult Fears in his arsenal.
Let's be honest, the entirety of what happened to Scott in Sinister's orphanage is completely terrifying: Let's imagine that you're a nine year old boy, who's just woken up from a year-long coma, the only member of your family who wasn't killed in a plane crash has been adopted and taken away from you to make you psychologically vulnerable, you're bullied by the other orphans and adults, and to top it all off a mad scientist from the 19th Century regularly takes you to a lab for experiments and wipes your mind afterwards, leaving us with no idea exactly what he did to you all those times.
The Young Avengers/Runaways Civil War crossover. The fact that Teddy—sweet, Gentle Giant, loving boyfriend Teddy—was cut up and torn apart on some psycho's operating table was unsettling.
Made even worse when you consider the fact that Billy had to watch it happen, completely helpless thanks to the horrifying implants that have been shoved into his ears to prevent him from casting any spells. And the implants only prevent him from hearing his own voice; he can still hear Teddy being tortured, and Warden is taunting him the entire time. And then having to watch him breakdown and begin actively wishing for the Warden to die? It was not only terrifying, it was heart breaking.
And while we're on the subject, consider Noh-Varr, a Kree supersoldier stranded on Earth who the Warden has stripped of independent thought and free will through repeated and constant Mind Rape and treated like a dog at best, a broken plaything at worst. He gets his revenge in the end, but it's still terrifying to think about.
The two battles against him are also pretty scary. In the first, aside of a surprise kick by a giant Cassie, the combined force of the Young Avengers and the Runaways where literally nothing against him. Billy and Teddy never had a chance at offense and if the Warden himself hadn't extracted Noh-Varr from the battle, Nico (followed by Chase and Kate) would have died there. The second battle is even worse. Noh-Varr almost kills Molly.
The Bad Future that Iron Lad comes across in "The Children's Crusade" shows the Young Avengers as the new Avengers team, fighting the foes that Earth couldn't. On top of that, most of them had been paired off, so they were all either married or married with children. This sounds like an ideal scenario... but the nightmare fuel comes in when you realize that they've become extremists who are perfectly willing to commit genocide if it's for the greater good. Seeing them cheerfully introduce the new members and explain how happy they are in their personal lives whilst surrounded by the dead bodies of the aliens race they'd just wiped out is incredibly creepy.
Avengers Arena is the ultimate example of a horror and paranoia story in the Marvel Universe. The story revolves around 16 teenagers who were kidnapped via teleportation, without warning, from inside facilities protected by maximum security, to a deadly island in the middle of Antartica, completely sealed by an invisible shield, teleportation-proof and completely off every radar. On the island, the teenagers are forced to fight between each other to the death for the sole amusement of Arcade, a madman who is pretty much invincible inside the island (unlimited powers and automatic shields that protect him from all kinds of dangers: magical, physical, biological, etc...). Something like this wouldn't stand a chance of working in a world where SHIELD and the Avengers are monitoring pretty much everything, right? Well, that would be correct if this madman hadn't secured every single body scan, voice print, passwords and even completely identical robots to stand in for the teenagers. All of that, just so that no one starts to even wonder if they are in danger. But hey, villains always bluff a lot when doing this thing and no one actually ever dies in the end right? Well, to prove Arcade wasn't bluffing, he actually kills one of the kids himself at the very beginning, so only fifteen of these teenagers are left to survive on the island. And if you are wondering what happens if there is no winner in thirty days, well... the island will kill them all.
Many people die in this series and the only thing protecting the viewer from seeing all the gore of these deaths is a shadow effect in a red font. Yeah, here you can actually witness the shadow of people being blown apart or having their neck snapped. In issue #10, they outright forget about discretion and show you a girl having her whole arm being blown apart and the bones in one of her feet coming out of her body.
And if you want to know how this story ends? Arcade escapes and uploads the whole thing online, destroying the kids' lives and making the adults look like idiots. The final page is him literally opening a champagne bottle to celebrate.
TheVoid just generally seems tailored to Paranoia Fuel and outright Nightmare Fuel. Whenever the mostly insane Sentry saves someone, The Void kills someone. Then there's the fact that should Sentry have a breakdown, there's a high chance that The Void will emerge from him in nightmarish fashion, which is, world wide, considered the worst possible outcome. Then there's the onslaught of nightmarish forms it uses in outright battle, culminating in a horrific hybrid of a scorpion, a storm and hell itself in Siege. And worse, nobody really knows who or what this thing truly is.
The supervillain Mr. Hyde has been strong enough to fight Thor, the Hulk, Spider-Man, and Captain America at various points in his career, and like the character he took direct inspiration from, he's utterly monstrous. In the Silver Age he disgusted Thor enough to declare him worse than Loki, he tried to blow up New York City with an oil tanker as revenge on his former partner the Cobra, and, in his most infamous act, brutally beat and tortured the Avengers' butler, Jarvis in the "Under Siege" storyline. Making things worse is that unlike the literary Dr. Jekyll, he doesn't have a good side. Calvin Zabo is just as bad as Hyde, and both sides of him retain a strong intellect as well as strength. He often switches forms to elude police or pursue heroes, catching them off-guard later as Hyde. Modern Age issues have had Zabo using the Hyde potion as a drug and either selling it on the streets or conducting experiments on others with it.
One of Hyde's creepiest appearances was in The Incredible Hulk #368, where he cornered Bruce Banner on a train, stabbed him, slammed him into a wall, and taunted him over their Jekyll and Hyde duality, explaining that he decided to kill the Hulk to prove he's superior, as there's no room for two Edward Hydes. Hyde eventually declares he's won, as while the Hulk cares for others, Hyde has no such weakness, and laughs as he falls off the train and down a cliff. The whole thing is made worse by the comic's use of shadows, giving the train scenes an eerie, nightmarish feel. Even Bruce admits that Hyde knew how to push his buttons.
In one Thunderbolts issue, Hyde and the rest of the team have to contain a prison break. While the Shocker subdues a tough-looking prisoner with his weapons, Hyde walks up and snaps his neck◊, scaring his own team.
The Wrecker and his Wrecking Crew are really, really powerful thugs that have caused massive property damage in their battles. The Wrecker's enchanted crowbar can demolish just about anything, and he once brought an entire building down on top of Thor. The entire team has gone toe-to-toe with the Defenders, Thor, and the Hulk before, even knocking out the Hulk in one hit. They have good endurance as well, taking punches from Thor, the Hulk, Spider-Man, Spider-Woman, and Captain America without flinching. Their dangerous nature is lampshaded by Thor in Marvel Ultimate Alliance, especially when their first appearance is bragging about beating up a bunch of Asgardians and wanting to fight more gods.
Thor: The Wrecking Crew is not to be taken lightly. They are humans who were mistakenly granted the powers of one of my people. More than once have they sorely tested my powers.
The end of the very first Thunderbolts issue revealed the new heroes were actually Baron Zemo and his Masters of Evil in disguise.
Hulk villain Mercy is essentially the personification of Driven to Suicide, believing that she is doing despairing people a favor by killing them or leading others to kill them. Her powers include energy manipulation, strength, teleportation, flight, shapeshifting, and telepathy, and she can suppress consciousnesses to make it easier for people to die.
Now that you've read all of the above (and below), imagine that you're a normal human living in this universe (or indeed any of them), and you run the risk of dealing with all of that. Is it any wonder that the average people of the Marvel Universe are either browbeat into Darkness-Induced Audience Apathy or hate their superheroes after so many years of dealing with this?
Humans aren't the only ones. In one comic, Earth is portrayed as a Death World where biology is all screwed up and aliens go to die. It's pretty funny, until you stop and consider that how all the invasions of Earth went. Imagine it from their point of view: you come to this planet, expecting an easy fight. Set up infiltrations and pretty much follow all the steps. Than you see the new inhabitants: more than a few of these "people" may be a Humanoid Abomination with powers defying all logic. They tear through your defenses, break your leaders over their legs, and pretty much wipe out your entire army. Think your neat tech and weapons will stop them? Think again! They have magic and Gods on their side. It's not hard to see why some of them begged for death when sentence to exile to a little blue planet...
This justified nightmarish fear that extraterrestrials have of Earth and mankind is lampshaded in the Beyond arc by The Stranger who tried to find a way to counter mankind's abilities because of how much he feared them despite all his own godlike power. Earth and mankind are just that nightmarish to alien life, even godlike ones.
Stranger: My power, and the power of those of my ilk came with hundreds of thousands, sometimes millions, of years of scientific advancement. You... you're doused with radioactivity that should kill you. Or you're the product of a googolplex-to-one genetic coding error that should have resulted in stillbirth, but instead of dying, you thrive. The Earth, one little planet. An insignificant speck in an ocean of space. And yet, Galactus shrinks from your power. The Kree, Skrull, and Shi'ar give you a wide berth, whenever possible. The Phoenix Force manifests there. The Sorcerer Supreme calls it home. I barely scratch the surface. There is a saying among beings of great power, the translation is difficult: "When the Apocalypse comes, all that will remain are cockroaches and human beings."
The very existence of Kobik. The Cosmic Cubes, Macguffins that grant the user the power of a Reality Warper, are already scary enough. Imagine a Cosmic Cube that can think for itself. And then imagine that this Cosmic Cube is a child, with all the intelligence and emotional maturity of a four-year-old girl. She's the backbone of what's wrong with Pleasant Hill in Avengers Standoff, and after being recruited into the Thunder Bolts, one of the first thing she does is nearly kill Moonstone because of a poor choice of words on the latter's part. Which she does by basically trying to rip her heart out.
As if Kobik isn't terrifying enough, then comes The Reveal: She's not just a Goo Goo Godlike, she's one who has imprinted on the freaking RED SKULL as her beloved daddy! As such, she believes Hydra is the ultimate force of good in the world, and so she begins subtly performing Cosmic Retcons to rewrite people into being part of Hydra. This culminates in the events of Secret Empire, because one of those people? Captain America!