Fallout 4/Nightmare Fuel


 * The intro isn't too frightening, that is, until you wake up temporarily, and your player character is Forced to Watch their spouse be murdered and their child abducted, unable to move their body or do anything to affect things. This is bad enough, but it isn't until much later in the game does the real horror set in:
 * Molerats now have a new trick for scaring the shit out of you: they can tunnel underground and reappear anywhere to ambush you, which can lead to many players firing wildly in enclosed spaces where groups attack you. Worse, some can be strapped up with explosives, so this panicky reaction could even wind up killing the player, just to add a little extra Paranoia Fuel.
 * Bloatfiles got a lot more disgusting and frightening compared to their previous generation versions in FO3/NV, because now you can see the maggots they have fired at your body as projectiles in combat in all their gross detail, complete with a shot of them digging into your flesh on impact.
 * Mirelurks got a similar upgrade, looking a lot less humanoid, and now looking a lot more like something out of the Cthulhu Mythos. Worse are Mirelurk Queens, who definitely take a lot of cues from the Deep Ones from the same.
 * The Children of the Atom were goofy yet harmless in Fallout 3, even pacifistic and even somewhat benevolent. Unfortunately, they became a lot more Ax Crazy Church Militant since then, and while their radiation based weapons are scary enough given how they can easily irradiate your character very fast, the truly terrifying thing applies to some of their enclaves around the Wasteland, where they are stockpiling and even attempting to spread radioactive material all over the Commonwealth.
 * In-universe, Synths are a scary threat for the Commonwealth, with armies of the Gen 1 and 2 synths being as feared as any other threat, made especially creepy by their Terminator-esque appearances. Even more scary are the Gen 3 synths, which can blend in perfectly with actual humans, leaving many int he Commonwealth legitimately terrified they could be killed and replaced by a synth double at any time. Worst part is, they have every right to be afraid.......
 * Ghouls were scary in FO3/NV but very predictable, always hissing and running at you the same way no matter what. Now, they can play dead, will try to hunt you down, and and for the next pants shittingly terrifying trick, they can even crawl out of holes in the scenery in places you wouldn't expect to ambush you.
 * Bloodflies are essentially the mosquitoes from Hell, and not only can drain your blood and spit it back at you as an attack, the camera lovingly zooms in as they are impaling you with their mouths as they drain you.