Mortal Kombat/Nightmare Fuel

People would be lying if they said that the bloodiest fighting game series of all time hadn't given them the most gruesome nightmares at least once.

Mortal Kombat

 * Sub-Zero's infamous spine rip fatality, which contributed to the creation of the ESRB.
 * Kano rips your heart out.
 * The Bottom of the Pit in the uncensored versions is littered with impaled corpses and severed heads stuck on spikes. Not a fun place to visit for many reasons.

Mortal Kombat 2

 * The Pit II's stage fatality, more frightening than the first. Your character uppercuts the opponent off of a bridge from a tall height, and then the view the player is given transitions from the usual side-on view to a top-down view of the victim flailing their arms about while accelerating towards the ground, then shattering their spines with a loud "CRUNCH!" when they hit the jagged rocks below.
 * Scorpion's "breathing fire at his opponent" fatality as portrayed in this game. When he performs the fatality and his opponent is reduced to a pile of bones on the ground/floor, said bones are still glowing from whatever is left of the fire.
 * The Living Forest stage features a dark forest filled with live trees. The trees have dark soulless eyes, unsettling looks on their faces like they want to eat you alive, and will often groan while making a horrific facial expression. Some trees are just stuck in a horrific facial expression. There are also corpses strewn about that have apparently been killed by the trees.
 * Baraka is a creepy-looking character, especially when he does his Mortal Kombat 2 victory pose when he turns to the screen, bows his head and looks up at the screen.
 * Mileena. Body of an intoxicatingly beautiful woman, jaws like a bear trap, skills of a deadly warrior. Plus, add in her insane, almost childlike personality and you have one of the most chilling characters in the Mortal Kombat series.

Mortal Kombat 3

 * Sheeva's fatality. She strips you to the bone, skin first!
 * That blood-curdling scream.
 * Kano rips your entire goddamn skeleton out instead of just your heart.
 * Smoke, in one of his fatalities, kills himself. AND THE ENTIRE PLANET WITH HIM.
 * Cyrax's ending has him.
 * A lot of the imagery surrounding Outworld's merging with Earth is pretty nightmarish, especially the blood red vortex above Kahn's tower.

Mortal Kombat 4

 * Sub-Zero's ending, specifically when
 * Reptile has a fatality in which he gnaws the skin off your head.
 * Meat. A skinless living corpse clad only in a thong with a dangling eye and blood oozing everywhere.
 * The Game Over sequence. It's not the inevitable impact with the ground. It's the set-up, especially the music, what really drives the point it home. Five seconds of this are more than enough to make you beg the character to just die already.

Mortal Kombat Deadly Alliance

 * Drahmin, who appears to be a muscular corpse with flies buzzing around him, is quite disconcerting.
 * Li Mei's ending is horrifying. Especially since it turned out to be canon.

Mortal Kombat Deception

 * Zombie Liu Kang
 * His Possession fatality, later inherited by Shang Tsung. He becomes a light, enters your body, and forces you to rip off your own head, revealing his own head under it.
 * Even worse, doing this on Shujinko, depending on the console, will wield one of two occurrences. On the PlayStation 2, PSP, and Game Cube versions, after Liu Kang forces Shujinko to rip off his own head, Liu Kang's own head does not appear. On the Xbox version, the moment he rips off his head, the game freezes with a sudden, loud buzzing noise that is actually quite common for the console in general when it experiences errors like this.
 * Mileena manages to finally replace Kitana and nobody is the least bit suspicious, just imagine what would have happened to Edenia if that had been allowed to continue.
 * Dark Raiden. The caring and compassionate thunder god of the past is gone and has been replaced by a merciless and cold-hearted Jerkass who is quickly growing tired of humanity.

Mortal Kombat Shaolin Monks

 * In the recreation of the Living Forest from MK2, it's possible to throw your enemies to the trees. They can also throw you in order to be eaten alive by those trees if your opponents do the stage fatality on you - and there are corpses hanging from the branches... which struggle to get free, and then abruptly slacken!

Mortal Kombat 9
When Ed Boon said that this would be the most bloodiest MK game of the series, he wasn't making stuff up. The amount of material is enough to guarantee this game its own page.