- To start, Angel Island Zone has a moment early in that demonstrates both the technical upgrades the game has compared to prior titles - and the escalation of the otherwise-goofy schemes of Dr. Eggman from prior games into outright torching an entire forest with Sonic and co. in it. If that weren't enough, he even attempts to bomb the everliving hell out of our heroes, and then flies in past the background to a waterfall ambush to try to kill them personally in easily some of the most aggression the man showed in the classic titles.
- A very large portion of Hydrocity Zone is underwater, with all the series-traditional scares that go with it. Then Act 2 comes and it starts with an Advancing Wall of Doom with very loud rumbling noises.
- Everything about Sandopolis Zone Act 2 is creepy. Set inside a huge pyramid with a scarier version of Act 1's theme playing in the background. About a quarter of the way through, you'll land on a capsule that dispenses a crowd of ghosts, who start out small and simply hover near the top of the screen, but become larger and more menacing as the lights dim before finally turning hostile when the lights go completely out (pictured). In addition, the solid thud sound those sliding doors make when they close can create a feeling of entrapment (especially with the lights off). On top of all that, the music itself is easily the darkest of any track in the entire game. It's especially bad when you start that act as Knuckles, since his story takes place after Sonic's, the lights are already off, the ghosts are in the red zone and ambush you first thing when the act starts with no rings to protect you, so you need to be quick about turning that first light on when starting that part of the game as Knuckles.
- The transition to the Lava Reef Zone Act 2 boss is so sudden that it effectively acts as a Jump Scare if you aren't aware of what happens next. One moment Knuckles is up to no good as usual, punching a boulder on you, the next moment the entirety of Lava Reef Zone is engulfed in flames as Eggman begins lobbing rockets at you.
- The scene where Knuckles gets electrocuted when he tries to retrieve the Master Emerald can be scary to a few. Not to mention the device is plugged into his ears. That's gotta fucking hurt.
- The Big Arms, when fought in standalone Sonic the Hedgehog 3, its grab attack is capable of knocking the rings out of Super Sonic. It's a shock to those used to the idea that Super Sonic is invincible to anything that isn't getting squished, a Bottomless Pit, or the time limit.
- In the Doomsday Zone, if Super or Hyper Sonic's ring count drops to 10 or less, the already-frantic music will accelerate. If he runs out of rings, he falls out of orbit, and we can very much assume that he fell hundreds of kilometers and died of reentry burnup or the world's biggest freefall.
- If you lock-on the Sonic & Knuckles cartridge with anything other than Sonic 2 or 3, or if you do have either of those plugged in but the S&K cart can't read it correctly, instead of the usual startup routine you'll get a screen with "NO WAY! NO WAY! NO WAY! NO WAY?" scrolling at the top. While the screen isn't inherently creepy, it can still cause a bit of a Jump Scare if you didn't expect it.
Nightmare Fuel / Sonic 3 & Knuckles