Streets of Rage/Nightmare Fuel


 * Stage 3 in the second game. Everything's normal until a certain section in stage 3. Then you walk through an entryway decorated with teeth and eyes and find yourself in some dark, Gigeresque room with eggs containing evil-looking larval creatures scattered around, and you have to fight some giant demonic head called Vehelits in order to pass. Then you get to stage 4, everything's back to normal, and the evil freak-beast you just dispatched is never mentioned again. Even granted the level's Amusement Park of Doom theme, this is straight-up weird.
 * The bad endings in Streets of Rage 3. In the Easy Ending and the Town Hall ending, the fact the battle against Mr. X is still on, combined with the lack of the credits screen, the shot to the real Mr. X getting furious at seeing the heroes on a TV screen, and the music all combine to make for an awful mood. The worst ending in stage 7 in the robot factory simply tells you that while you're alive and Mr. X is dead, lots of people died, the city ruined, and it'll take a very long time for the city to be repaired and for the citizens to have faith in the forces of good ever again. All on a black screen.
 * The Japanese version kicks this up a notch with the bad ending in the robot factory. The text is pretty much the same, but the background actually shows an image of the destroyed city, which looks like something out of a nuclear holocaust. This is probably why Sega decided to censor the ending, along with retooling the plot.