Folklore/Nightmare Fuel

Spoilers

 * Honorable mention goes to Fleshrum, a Folklore that appears as a room made out of human flesh and body parts.
 * There's a variety of very creepy scenes and places in this game, but the standout example is Ellen's Mysterious Protector Scarecrow absorbing all the fear in the world and transforming into a horrible Eldritch Abomination.