Under normal circumstances, once the clock hits 30 minutes, every enemy dies and a red Grim Reaper will rush towards you and kill you in one hit. Another one spawns for every minute that passes after that. That's already creepy enough, but what if you somehow manage to kill Death? Through certain item combinations and exploits, it is possible to kill The Reaper. However, doing so will cause the music to suddenly stop, replaced by an ominous bell ringing as the camera slowly starts zooming in. Once it strikes 12 times, everything goes silent and the White Hand appears, a white reaper with its face completely hidden by its hood. Even more creepy, its movement is locked to the screen rather than following you like any other enemy, meaning it will always approach from the same angle and takes its time reaching you. You can't kill it, you can't outrun it, you can't stop it and you can't survive it.
This even applies for your first clear of Capella Magna, when you kill the Ender; something very likely to be the first time a player ever successfully kills a Reaper (as while the Ender is active, normal clock-based Reapers do not spawn). Don't take too much time celebrating your victory, and make sure to grab the Great Gospel: as soon as the Ender dies, the White Hand's sequence begins no matter what your clock is at, which can be strangely terrifying if you don't know what's going on.
The Stage Killer bestiary entry: "How many heroes have fallen now? How many campaigns have blazed a trail to power unimaginable and ended with a weak, pathetic bleating? Fight us if you will, forget us if you can. You soon shall be just another one of us. Defeated." Yes, it implies that the Stage Killers are all fallen Survivors.
The unlock methods for both Avatar Infernas and Leda involve some creepy sequences:
After the initial set of unlock conditions for the former are fulfilled, you'll end up in a seemingly glitched out area, with limited light and a lot of dark enemies that don't seem to give any experience, along with the music changing to Avatar's theme, which is creepy and foreboding. There are nine coffins that you need to search; upon opening the right one, all the enemies disappear, and suddenly you're under attack from the demonic-looking figure in the coffin. Of course, you have all the time in the world to take him out — and at this point you've already been able to defeat the Trickster, a fairly difficult foe, plus Infernas doesn't do anything special to be at all a threat — but the atmosphere is still creepy as all hell.
Unlocking the latter is entirely possible to do by accident: just keep going south in Gallo Tower. As you go down, the screen outside of your character's immediate area will get darker, and eventually the music will be replaced by ominous whispering. Those runes in the background outside of the tower suddenly change into letters reading "IAMALIVEHERE". As you continue downwards, you'll likely run into Leda; although a human body from the waist up, below that she's attached to some kind of horrifying flesh cocoon-orb. Oh, and Leda has no description on the character select screen, making you wonder what she is and how she ended up like that...
The Tides of the Foscari DLC introduces a similar-looking enemy, Followa. Its bestiary entry sheds a little light on what could be Leda's past, though it is vague and also creepy.
A mage from a distant realm swore [Followa's] cold face resembled a great scholar who abandoned her tower and disappeared without a trace. He boldly dared to speak to the creature, and did so for hours. None dared intervene, even as the night air froze, and the mage, transfixed, froze with it. Witnesses say he uttered one last thing as the tears in his eyes turned to ice: "She is alive there."
Unlocking the Abyss Foscari is also a bit of an unsettling experience. One moment you're in the bright and colorful Lake Foscari map, then you chance upon a mysterious crystal; before you can process what happened, everything goes black and Keitha finds herself in a pitch-black cave, her items scattered all around her from the hard fall, surrounded by enemies who are moving in a jerky pattern to the rhythm of the eerie background music. That last part is a reference to Crypt of the NecroDancer, but if you weren't expecting it, it can be a rather jarring experience, considering this is the only location in the game where this happens (aside from The Maddener's somewhat similar Mickey Mousing).
Similarly, the Boss Battle against Je-Ne-Viv with Eleanor is a nasty surprise. Shortly after the fight begins, it will use World Eater to strip you of your items, incidentally discoloring Eleanor's sprite and making a facsimile of her head appear on Je-Ne-Viv's body. In the end, Je-Ne-Viv is seemingly defeated by Eleanor and Luminaire, and the end-of-run bell begins tolling as normal... except Eleanor's sprite fades with every toll, until she vanishes completely before the White Hand can reach her. And when you unlock Je-Ne-Viv as a playable character, it still has Eleanor's head and automatically gains the mage's three signature spells as it levels, suggesting it absorbed her even in defeat.
