"I AM MOLAG BAL, LORD OF DOMINATION!"
- The Alliance Trailer: The undead werewolves at the beginning.
- The Arrival Trailer: The corrupted Breton and an army of undead approaching the Imperial City, with Molag Bal's face smiling diabolically in storming clouds in the background.
- The Summerset Trailer: You can spot animals and creatures of important Daedric Princes in the background in the trailer, which gives this uneasy feeling that you are being watched and used as a pawn by these powerful beings.
- The high elf character falls into the ocean, and one can see a giant Eldritch Abomination coming from the deep to consume her whole.
- The Elsweyr E3 Trailer: Imagine being a regular Khajiit in Rimmen, and suddenly, a giant dragon, the beasts of legends, appears and burns it all down. How terrified they must have been.
- When you die in the world and choose to resurrect by a wayshrine rather than with a soul gem, you will hear your character gasp for air. There might be an in-story reason for your constant revival upon death, but that does not make the death itself less painful, not to mention traumatic.
- Elden Hollow II's plot is straight out of a Cosmic Horror Story. Daedra have overrun the dungeon, but unlike most of the Daedra you encounter, these Daedra are completely shrouded in mystery, bearing no allegiance to any of the Daedric Princes. Throughout the dungeon, shadowy tendrils and walls block your way, and the Daedra love to ambush you from these shadows. The shadowy power is so perverse it actually corrupts the native plantlife and turns them into abominations.
- At the end of it all, you enter Oblivion itself to confront the leader of the Daedra and the "Prince" Elden Hollow I's villain spoke of: A massive Daedric Titan wreathed in shadowy flames.
- Even when you defeat the main boss, it is not the end. Its spirit manages to possess the dungeon's quest-giver, and if you agree to spare his life so his sister can try to cure him, the Titan then speaks to you through the quest-giver, mocking you for your mercy and claiming it is only a matter of time before it completely consumes the quest-giver. The Titan promises that once it does, you will be the first person it hunts.
- Dark Brotherhood, being downloadable content about a guild of assassins, is bound to have some nightmare-inducing elements.
- The trailer for Dark Brotherhood has eerie music playing in the background as it shows various assassination variations, with the Speaker talking through it.
- The various sounds the victims you assassinate let out as they get killed. Especially when you slit their throats.
- In the story-quest "The Wrath of Sithis", you must fight the Black Dragon. On your way to her, you might have noticed a weird ghost following you. When you defeat the Black Dragon, her spirit rises from her body, and it is chained as she realizes the ghost was the Wrath of Sithis, an entity that punishes members of the Dark Brotherhood who broke one of its tenets. The Black Dragon begs for mercy, then screams such a terrified scream as she gets dragged away, it might give you nightmares.
- In Moon Hunter Keep, you meet a Khajiit named Narazda. She was a prisoner, but insists on following your group to assist you. You must later fight Archivist Ernarde, and Narazda will explain how he would experiment on the prisoners to make the pack stronger. After defeating Vykosa, the dungeon's boss, Narazda admits to being a werewolf who was tricked into Vykosa's pack, and was being experimented on by Archivist Ernarde. When she instead turned immune to Vykosa's compulsions, which only incresed the experimentation. She heavily implies that it was a horrible, horrible experience, and she is obviously relieved when you kill Vykosa.
- At some point Elsweyr's storyline, you meet the dragon Mulaamnir. For different reasons - depending on whether you did the prologue quests or not - he says the dragons offer the player and Abnur Tharn a deal: Leave Elsweyr, and the dragons will never hunt them down. If the player refuses?
Mulaamnir: "Then you will die. But not before we slaughter your friends and set fire to Elsweyr. Once we reduce this land to so much ash, only then will I tear you apart. So promises Mulaamnir, whose claws have dealt a thousand deaths.