Discworld/Nightmare Fuel

"As it went past, it made a noise like a swarm of flies."
 * While somewhat meager in comparison to later characters, the evil Sender of EIIIGN Nnn... Bel-Shamharoth from the original book The Color of Magic definately counts. His very presence makes Father Time stay away from an area around his temple (which is bathed in such an erie UV that everyone seems purple in its light), and also keeps the nearby dryads alive as worshippers. It's a mass of tentacles, mandibles, and one great eye in the center. It's the reason wizards cannot say the number 8, and it's one of the many creatures "that died out at the beginning of time". Though it's a little bit of a Nightmare Retardant when it's Twoflower's camera that sends the Dark God fleeing so fast he leaves some tentacles stuck in the portal.
 * Hogfather: Jonathan Teatime. He's creepy enough when he's just terrifying Assassins and nailing dogs to the ceiling with that cheerful Psychopathic Manchild smile, but as the plot goes on he starts manifesting very subtle supernatural powers...
 * Hogfather is also notable for thematic exploration of normal Nightmare Fuel -- as an Eldritch Location starts fighting back against Teatime's crew, more and more of them start to see manifestations of their irrational childhood fears. Except that those fears are now real and quite capable of killing them.
 * Jingo "Things to do todaytodaytoday: Die..."
 * And if that wasn't bad enough, imagine what the Vimes in the other leg of the Trousers of Time would have been hearing, as everything fell to bits arounf him.
 * The Amazing Maurice and His Educated Rodents. Random fact of note: This is the first book in the Discworld series that's intended for children. Of course, Pratchett has made it clear that he's all for blood and murder in children's books, seeing as that's what they really like; see the page quote on Disneyfication.
 * Rat catchers breed strong rats for "the pit", where people bet on how many rats a terrier can kill in a given time, by locking them by the hundreds in cages and keeping the ones that do not get eaten by the others. The threat/risk of Malicia and Keith getting eaten alive by those frenzied rats.
 * As the leader of the intelligent rats new in town, Hamnpork said (or shouted) "There are rats EATING EACH OTHER in there! Let them out!" And Hamnpork has no problem with eating other rats which have died of, say, traps, so that means that the rats in the cages were either killing each other for the meat -- or else not bothering with the killing first.
 * A less violent bit of creepy comes when some of the Educated Rodents encounter something so horrifying that they forget how to talk- i.e., lose their sapience.
 * An intelligent rat watching a crowd of humans killing rats for sport in a barn whose doors are currently barred, and which is full of hay. Said rat had just had first-hand experience of aforementioned Pit, followed by a near-death experience in a rat-trap. He strikes a match.
 * Spider the Rat King (a group of rats with their tails tied together)
 * Mind-controls non-thinking giant rats, and sics those cats on Maurice the cat to kill him. At one point Maurice has to get out of a cluttered cellar with his eyes closed, because Spider can see whatever he sees.
 * Messes with the brains of humans (the rat catchers and Keith and Malicia), and takes partial control of Maurice's body - "The cat will not move. Be still, CAT. Or I shall command your lungs to stop."
 * Gives Dangerous Beans, the spiritual leader of the intelligent rats, a bloody scary talk amounting to him (Spider) being more or less the God of rats, and planning to annihilate humanity.
 * "And they live under your floorboards, sir. They know how to use fire. They know all about poison." The graphic descriptions of just what which poisons will do to somebody earlier in the book do not help. Oh, and one of those scenes involved the intelligent rats wanting to put one of their fellows out of his misery, and after some agonising have to put him in a trap.
 * The elves in Lords and Ladies and The Wee Free Men provide the page quote for The Fair Folk for a reason. They're sadistic Eldritch Abominations that manipulate the thoughts and emotions of mortals into worshipping them and feed off the pasts and futures of other universes because their own is nothing but a barren eternity of ice and snow.
 * The Hiver of A Hat Full of Sky hides in people, but their brains die. They always die.

"A man with no eyes, no eyes at all. Only two tunnels in his head..."
 * A guy was turned into a frog. The rest of him turned into a slushing pink balloon.
 * From I Shall Wear Midnight The Cunning Man,


 * ...But it's more what he does than what he looks like. The Cunning Man makes people turn against witches. He makes people think the old thoughts, the stupid thoughts, the thoughts of a hag stealing babies in the night. The whole Chalk turns against Tiffany, and it's that what makes I Shall Wear Midnight the scariest book of the four.