- Final Fortress is perhaps Eggman's most massive Airborne Aircraft Carrier to date, and when you're in the level, you're surrounded on both sides by dark mechanical corridors, flashing lights (which do not light up the place), metal conduits, and caution markings. All of this happens thousands of feet in the air, in the middle of rough weather. The music is quite possibly the most mournful, ominous, and heavy piece of music ever made for a kids' game.
- Neo Metal Sonic's transformation into Metal Madness in Last Story, and his scene in the cutscene before Sonic goes Super Sonic, can both be scary to younger audiences: perhaps as a form of Audience Surrogate to that, the six-year-old Cream is shown during the scene being hugged by Big due to how terrifying it is to her (probably doubles as a mini Heartwarming Moment).
Neo Metal Sonic: All living things kneel before your master!
- Even Eggman's army of Egg Pawns and Metal Sonic's army is fleeing the scene in sheer terror when Metal Madness appears.
- Egg Emperor, Eggman's Implacable Man of a final mecha. The Boss Battle takes place on the aforementioned Final Fortress.
- The last leg of Lost Jungle. It starts with a group of black frogs, which summon rain that kills plants, trying to drown you in the swamp by making the platforms beneath your feet disappear. Then, when you get away from them, a giant alligator bursts out of the swamp and starts chasing you. The rest of the level is a mad dash towards the finish line across a series of vine swings, with the alligator snapping at your heels all the way, where one mistake will likely mean instant death.
- Arguably, the ghosts in Hang Castle/Mystic Mansion. They appear out of nowhere, have a creepy laugh, simply fade when hit (just before reappearing in a couple of seconds), and even the characters admit that they make absolutely no sense. And as if that wasn't bad enough, imagine dropping into a room swarming with them, with walls that appear to be made of TV static. And in case you were going to get vindictive and try to Chaos Inferno all of them... they're immune to Team Blasts. Have fun.
- Also, in the Super Hard Mode version of Hang Castle, they will appear in much bigger sizes. Particularly, if you go to a small room in the former level, a giant pumpkin head will appear out of nowhere, filling up the room.
- Mystic Mansion in general. With switches that make statues and paintings come to life and attack, hallways that never end until you find the way out, doors leading into nothing, and the aforementioned TV static room, the entire place is one massive Mind Screw.
- The energy storage tank at the end of Power Plant for Teams Sonic and Dark was responsible for quite a few nightmares in younger players (in more ways than one). You're trapped inside a giant metal cylinder and have to climb all the way to the top, being chased by a rising wave of energy that looks quite a bit like lava and burns you on contact. Not only is it intense and claustrophobic, but it's all too easy to screw up and die.
Nightmare Fuel / Sonic Heroes