Mega Man X/Nightmare Fuel


 * The plot of Mega Man X2 revolves around collecting Zero's scattered body parts. If that doesn't strike you as Nightmare Fuel at first, consider this: If Mega Man: Maverick Hunter X2 got made, what do you think X's reaction would be towards collecting Zero's severed head (Zero Part #1 in the game), especially if done in a cutscene?
 * Lumine. Expressionless, doll-like face, Creepy Monotone, shapeshifting powers, and ready and willing to go utterly Ax Crazy. A little further into the Uncanny Valley and we'd be looking at End of Evangelion flashbacks!