Silent Hill 4/Nightmare Fuel

Hauntings

 * Absolutely nothing compares to the sheer terror you feel when you see a child's shadow whispering to you from the closet in your bedroom, and you realize that your one safe haven is no longer safe.
 * This effect is underscored by the fact that your health no longer recharges while in the apartment. Likewise, the player's "trust" that they're supposed to pick up every item they can is "betrayed" by that awful doll.
 * And that's not even getting into the haunting caused by said doll. It's like something H.R. Giger would dream up.
 * There's a particular haunting that possesses the chained door in the apartment. "Hm, everything's fine...wait IS THE PEEPHOLE OF THE DOOR BLEEDING???" *checks the door* "HOLY CRAP BLEEDING VICTIM HENRY!" The most disturbing part is that "victim Henry" sways back and forth, moving his mouth as if he's saying something, but you can't make it out.
 * Not just bleeding Henry. Bleeding, eyeless Henry with ! If you turn your volume way up, you can very faintly hear him saying "Please help me."
 * There is also a chance that during your session of game, a shady-looking man may come to your door and stare back at you through the peephole while you look through it. You eventually find out that he is none other than
 * One of the hauntings that possesses your phone. "I'm always watching you. I'm always watching you. I'm always watching you. I'm always watching you. I'm always watching you..."

Miscellaneous

 * Despite all the horrible, painful ways people can (and do) die in this series, few compare to Jasper laughing hysterically as he burns alive, glad to have met "the Devil", followed by carving 17/21 into his own chest with a candlestick right before he dies.
 * The bloody mannequin in the restroom. "Reminds me of Cynthia."
 * The giant Eileen head in the hospital with the realistic concussion eyes.
 * You can't mention Eileen's giant head without mentioning the heavy breathing it gives off, and the fact that those eyes FOLLOW YOU. Even with another character in the room, they only follow Henry.
 * Some of the murders Walter committed took place outside of the country. (That's right. You could be on a whole 'nother continent and Ghost!Walter could pop up at any time and kill you. Paranoid yet?)
 * The Greedy Worm in the Subway world.

NPCs

 * The invincible, intangible Victims, which can pass through walls and attack you pretty much anywhere. Not to mention the loud vacuum cleaner-like sound heard when they are near.
 * Walter's horrific "new body" that looms over you during the boss fight with him.
 * Wall Men
 * Twin Victims
 * It gets worse when you find out what these things represent:
 * Forest World 2. You return to the forest and Eileen can read the previously indecipherable gravestones. So you let her read them, then suddenly you hear a deep chuckle, and then feel a gunshot. . You run out of the gate in terror as soon as it happens, only to hear the gate creak well after Henry closes it. He's following you!
 * "Kid? That's no kid!" Made even worse by the fact that he's whilst saying it.

Room, The

 * Try dialing the phone number on the billboard outside of the bedroom.
 * Robbie the Rabbit's cameo appearance in Eileen's room, where you can peek into her apartment from the hole in your wall. The most jarring bit of this is that, after your failure to save Eileen, Robbie will be accusingly pointing at you.
 * Robbie pointing at you could have an alternate meaning that isn't the slightest bit more reassuring. Remember, Eileen was the 20th of the 21 victims needed. In other words, Walter needs one more. Robbie pointing at you could be the game's way of telling you
 * Or not so mysterious:
 * You know that bustling apartment building across the street you can see through your window? Look at it near the end of the game.
 * You know that bustling apartment building across the street you can see through your window? Look at it near the end of the game.