Devil May Cry/Nightmare Fuel

Devil May Cry 1

 * Nobodies. Freaky humanoid...things that crawl on all fours, throw EXPLODING EYEBALLS at Dante, all the while laughing and howling like monkeys. And if one dons a mask, the Nobody grows twice its size and can siphon Dante's magic (Devil Trigger) by...some kind of ritual dancing. Not to mention you first encounter them in the Mirrored Castle, which is saturated with red, with the camera tilted slightly and the screen mostly blurry and surreal. If Dante gets grabbed by a Giant Nobody when his health is critical, the enemy snaps Dante's neck. Complete with a clearly audible *crack!* sound.
 * The Mirrored Castle itself is pretty damn freaky, with the odd camera angles, the blurry look to everything, and that damn music.
 * Even the early enemies in the game are quite creepy. Marionettes are giant puppets possessed by evil spirits, wielding sharp hand-blades or shotguns. Bloody Mari have their clothing dyed with human blood. Sin Scissors have the ability to phase out of walls and pictures and have a really disturbing laugh. If you read the manual, it says that the Sin Scissors like to decapitate humans while they're still alive.
 * Mundus himself. When players reach him, he has the appearance of a cherubic-looking statue (of course, this is allegory for Satan before his fall from paradise). Ok, no problem here. Then, he reveals his true form, where the statue appears significantly older with a visible, gaping wound in his stomach. Ugly? Yes, but still not terrifying. When Dante proceeds to walk all over "the Lord of Darkness" and tries to escape Mallet Island, Mundus comes back. His appearance by this point is truly the stuff that nightmares are made of. His marble shell begins to crumble away, revealing a writhing mass of flesh. His face is nothing more than a featureless mound with three eyeballs lazily dangling from their stalks. While it's pathetically easy to Curb Stomp Battle Mundus again, the fact that he takes up a sizable chunk of the screen and is slowing crawling towards you in his fanatical quest to take down Dante with him only adds to the terror. Keep in mind that this all comes from a game released in 2001.
 * And you don't even kill him. The best Dante can do is (much like his father) seal him away with Trish's help. Dante may have been joking when he told Mundus to give his regards to his son, but what if Mundus returns?
 * Nightmare. It pretty much exemplifies the idea of an Eldritch Abomination, as the enemy file says it's unclear whether or not the thing is even alive or just some repulsive weapon. In addition to being incredibly difficult to fight, it's freaky as hell, looking like something right out of a Giger painting. It is capable of sudden rapid movements, including shooting giant spear like appendages out of its body at you. In its normal state, it is a sickly mound of goo, filled with half digested corpses of its previous victims, and it constantly tries to trap you in a literal nightmare world.
 * Read the file on Nightmare's "trap" move. The world that Dante/the player is sucked into is "a representation of the trauma that rests deep within Dante's subconscious"--the loss of his beloved mother and his brother.
 * A late-game mission takes place in the Underworld. It's a sickeningly creepy Womb Level, complete with life-sucking tendrils coming out of the walls, pulsating flesh walls you have to hack through, and visibly beating "organs". During the timed final mission of the game, if you let the countdown get to zero, the screen fades to white, an explosion sounds and you get treated to Dante's bloodcurdling death scream.
 * Phantom and the Kyklops are not a good sight for arachnophobes. Especially since the former will chase you in the tight corridors of the castle, spitting lasers at you and bellowing. Phantom's fatality? He swallows Dante whole.

Devil May Cry 2
"Trismagia: Son of Sparda! You must repent your sins!"
 * The second game has his share of bad things, but Nefasturris and Nefascapitis is among the freakiest. First: It comes to life out of a skyscraper and is a gargantuan devil composed of a whole mass of small bat-like vermin and stares at you with a clear eyeglobe. When you defeat, him you have to fight his head...which stands on its own with its lower jaws split open.
 * Argosax the Chaos is very creepy, being a shapeless conglomeration of several previous bosses.
 * In the final level, the influence of the Demon World has spilled out and warped Dumary Island into something fierce and disturbing. The creepy music doesn't help. As you proceed, you find key items that twist the area even further...and then that damn three-faced demon shows up.
 * His name is Trismagia, and yes, he is freaky. His regular appearance is that of a gigantic, three-faced head with four eyes. As the fight begins, he splits into three individual faces. However, if you look closely, you'll notice that he can't separate his body as easily as he fuses. He instead painfully writhes around for a few seconds before forcibly ripping himself apart, with blood splashing into the air. Seeing as Trismagia tends to return to his base form periodically to fire a single, powerful blast at you, you'll be treated to this wonderful visual multiple times. Each of the faces have their own elemental affinity and associated emotion: anger = fire, melancholy = ice, and joy = lightning. Unsurprisingly enough, the lightning face with its Cheshire Cat Grin is the creepiest-looking of the trio. Made even worse when it comes at you, getting quite close to the screen.
 * Its voice is also rather creepy. Like the sound of someone who's had their throat slit.

Devil May Cry 3

 * How about the Hell Wraths? Those pulsating bombs they carry that look like giant tumors, that horrible, tortured moaning, the fact that they could explode at any time....
 * On the same tune, the "Faceball" that Jester summons in his boss fight can spit said bombs at you...and they look like overgrown, freshly pulled out hearts.
 * Jester in general. Anyone else get the subtext of his treatment of Lady during The Reveal? When she rushes to stop him, he grabs the Kalina Ann, flickers his tongue at her, and says Now, that wouldn't be so eerie if it weren't for the evil nature that lies behind all that goofiness. The overall vibe still seems very wrong somehow, considering he's.
 * Many monsters, especially the Arachne (giant, deadly, half-spider-half-woman hybrid with loud screams) or the invisible octopus-like demons that will attack you only if you turn your back on them. Also,.
 * The whole Demon World is simply crazy. And also the insides of the Leviathan, especially when the giant Gigapede starts chasing you in his bowels.
 * Horse-lovers may find Geryon a bit terrifying, especially with those terrifying neighs he makes...

Devil May Cry 4

 * Baal and Dagon, which can be described as a demonic land variation of the Alluring Anglerfish.
 * Though the lures themselves are Nightmare Retardant.