Don't Rest Your Head/Nightmare Fuel

"“He came at me, those pinpoint fingers of his screeching along the slate walls. I had to get away. Last time we met, he took my heartbeat. This time, he was after my name.”"
 * Kind of expected when the antagonists are Nightmares.
 * The supplemental book Don't Lose Your Mind, which covers Madness abilities in-depth, is predictably made of this.
 * Everything from the setting, to the concept, to the protagonists' powers, to, most especially, the Nightmares is horrifying in precisely the right twisted way.
 * Given how humorous some of the concepts sound before you stop and think about it (a cop with a clock for a head? Paper boys made of paper?) they might almost be mistaken for Nightmare Fuel.
 * Best of all the game encourages, if not necessitates, the creation of more High Octane Nightmare Fuel by the players, making them realize just how twisted their minds really are.
 * The Tacks Man. Oh dear god the Tacks Man. He pins you down and steals pieces of your existence!