Horrifying Hero

He didn't actually need the sword, he just likes swishing it around.

When the protagonist of the work is itself some horrific being that sends people screaming in its wake. They might never have been human, or possibly might have been once, but now they are some inexplicable creature that has no place in this world. These Horrifying Heroes not only look frightening, they also have frightening abilities to match, and could just as easily be imagined as a bad guy in nearly any other story. They tend to be an Anti-Hero, or villains who have had a Heel Face Turn, however whether they are true heroes or just a Villain Protagonist they still get to be the effective hero of their story.

Characters which qualify as a Horrifying Hero include the Eldritch Abomination, Cthulhumanoids, Humanoid Abominations, Starfish Aliens, a Living Shadow, a Demon and other such things which by their very nature are normally if not Obviously Evil, then Obliviously Evil. Characters which appear human part of the time can qualify, but only if their alternate form is such a thing, and is consistently described as Nightmare Fuel, not just weird or ugly in appearance, and they generally need the powers to match. After revealing the character's true nature, a person would have to be a Nightmare Fetishist and crazy to boot to find the character appealing.

If there is a question of qualification on the basis of the character being scary but not exactly an Eldritch Abomination, then the character instead may be a Monster Adventurer. The differences between them can come down to portrayal. The Monster Adventurer is defined by being ugly or scary. The Horrifying Hero might be ugly and/or scary, but often he will also have frightening abilities. You are meant to feel bad for, and relate to, the Monster Adventurer, while the Horrifying Hero is a Badass, and might be Wish Fulfillment.

For practicality's sake please do not list any vampires and werewolves in the examples unless they particularly stand out from the norm. Both are way too heavily romanticized in the usual incarnations of those creatures and taken for granted as human-like by characters in stories in current media, thus disqualifying them from the trope. So please don't add any without making a good case. For instance, Alucard would still count, despite being a vampire, as some of his transformations are serious Cosmic Horror status, and is never treated as if he is human. Rather than merely being a vampire, other vampires find him to be Nightmare Fuel.

Subtrope of Creepy Good, which is when any character on the side of good (not just the hero) is perceived by those around them as creepy.

Tropes which might be associated with a Horrifying Hero include What Measure Is a Non-Human?, What Measure Is a Non-Cute?, Hunter of His Own Kind and Stages of Monster Grief. This type of hero is probably more likely than any other to induce a Mook Horror Show.

As for characters which are scary but don't qualify for this trope, you will likely find them under Reluctant Monster, Non-Malicious Monster or Ugly Hero, Good-Looking Villain. For characters whose behavior is horrifying, see Byronic Hero.

Examples of Horrifying Hero include:

Anime and Manga

Vincent Law/Ergo Proxy from Ergo Proxy.
Alucard from the Hellsing manga, as noted in the description, can turn into a roiling mass of shadows, hellhounds, eyeballs, slashersmiles and some kind of stampede of black knights that kill people on contact.
Kudou Denji from Tsutomu Nihei's Abara who is a Guana—which is some serious Body Horror and a taste for human flesh.
Devilman. Anyone who sees him is instantly horrified.
- Jun, the female counterpart in Devilman Lady fares little better.
Abel Nightroad from Trinity Blood is secretly a Crusnik, a technologically-augmented monster that can feed on vampires the way vampires feed on humans. He looks human most of the time, but when it's time to get serious...
Darkrai (a Pokemon that controls nightmares) was actually portrayed as one in the film Pokémon the Rise of Darkrai.
Madaraki Fran when she adopts her multi-armed "Operation Mode". For a given value of "hero". The horrifying however is pretty much definite.

Comic Books

The titular character of Spawn, who is turned into a Humanoid Abomination after making a Deal with the Devil upon his death, so he can get revenge.
Also the titular character of Ghost Rider, not much scarier than a disembodied skeleton with a flaming head that can kill you with a look.
Swamp Thing, definitely.
And Marvel's Man-Thing.
Hellboy is the demon who was supposed to bring about the Apocalypse, and he probably would have become a straight Eldritch Abomination if not for being raised like a human. He's personable enough that he isn't treated like the abomination he is, but underneath it all he was still by his very nature supposed to be evil.
Although he can pass for human, the aptly-named Doc Horror of the relatively unknown comic Nocturnals probably fits under this trope, being a creature from another dimension who escaped to our world. His teammates definitely qualify, as they include a wraith, a pyrokinetic swordsman, a fish woman, a flesh golem/gunfighter and his daughter, who carries around a collection of possessed toys.
The Tattered Man from the obscure one-shot comic of the same name is a spirit of vengeance whose body is composed of the tattered clothing worn by Jews who died in a concentration camp. The strands of clothing act as Combat Tentacles that he uses to impale violent criminals.
Eddie Brock, famous for wearing a carnivorous alien parasite with Lovecraftian superpowers as a costume, thinks of himself as being one of these. As Anti-Venom, he expresses shock that a Mook is more terrified of the Wraith than of him.

Fan Works

The protagonists of The Return, since they are all fascistic, cannibalistic-demons, in various stages of devolving into Humanoid Abominations. And they are our world's best hope for survival against a true Eldritch Abomination which might in fact be a whole 'nother universe in itself.

Literature

The titular character of Skulduggery Pleasant is a living skeleton. The cover of the American edition of the first book had a picture of him and a blurb saying "And he's the good guy!"

Tabletop Games

When played as heroes, the Abyssal Exalted can exhibit this sort of behavior, due to some being hideous pseudo-undead monstrosities. The (probably more common) darkly beautiful variety aren't such good examples, though their anima still sends mortals fleeing in terror.
- Lunar Exalted, too. Their most common battle tactic is "turn into an 8-foot-tall animalistic monstrosity", after all.
- Infernal Exalted on the other hand are basically turning into Primordials (beings with hundreds of souls and are the creators of the world), and are supposed to be helping their masters bring about the Reclamation.
- Hell, the Solar Exalted are the targets of a massive smear campaign from the dominant faith and as such, even if they save the day and convince a few people they really aren't so bad, if they want to avoid witch hunts and fate ninjas they tend to move on very quickly.
- If a Raksha decided to play hero it would be most likely the definition of this Trope. As pretty as they are, they're still an Alien Intelligence from the Wyld and all.
Warhammer 40,000 allows players to play as Chaos, with lovable options such as having your Greater Daemons and Daemon Princes leading your Legions of Hell to massacre everything. This is not even mentioning the Humanoid Abomination characters like Kharn The Betrayer and Abaddon The Despoiler, who in some ways are even worse.
- Surprisingly averted with the main group that follows Tzeencth, god of mutation. Normally his followers are horrifying tentacle bird men that barely can be described as human. The Thousand Sons Sorcerers, on the other hand, after forcing the non sorcerers into an And I Must Scream situation, became immune to mutation and thus look just as human as before their fall.
  - This all started when the legion was hiding in the warpwhen they started suffering from a destructive mutation that was killing almost all of them. Ahriman of the Thousand Sons quickly tried to save everyone through a complicated psychic spell. It worked to a limited degree, all of the legion's sorcerers were saved from the mutation, but everyone else was turned to dust and their armor sealed with they're souls mostly intact. With most of the Thousand Sons degenerating into mindless automatons Magnus exiled Ahriman.
    - Played Straight in the case of the Legion of the Damned Space Marines "The Legion of the Damned are silent warriors whose black armour is adorned with chilling images of bone and fire" who basically will appear out of now where and completely slaughter a losing imperial force's foes and then disappear.
It's a slim chance that anyone can be a truly heroic character in any of The World of Darkness gamelines, but both versions of Werewolves have a form of Weirdness Censor that force normal people to flee in terror when they are, uh, being werewolves.
Some Player Character races in Dungeons & Dragons are weird enough, although rarely to the point that they can't function socially. But some sourcebooks allow you to either evolve yourself into an Eldritch Abomination, implant Eldritch Abomination flesh into yourself, or just plain be an Eldritch Abomination—one sourcebook has a Good Illithid. Either way, the result is... disturbing.
- There is the Dragon disciple class which allows you turn yourself into a half dragon. 4e allows you to play as a war golem, living mass of crystals or Minotaur.

Video Games

Prototype's Alex Mercer is a living pile of general-purpose biomass sporting a multitude of Shapeshifter Weapons, Combat Tentacles, as well as the ability to perfectly mimic any person and assume their memories and knowledge by eating them. He's also the player character, and the one person who stands a chance at defeating an equally-horrifying personification of a different strain of The Virus.
- The same goes for James Heller of Prototype 2. Fits all of the criteria above, along with being a Scary Black Man who can not only summon up tendrils to tether enemies to each other but infest them with a biological bomb of sorts as well as control Elite Mooks to some extent. It's really shown in the finale, where his daughter is too terrified of him to approach him at first.
Raziel of the Legacy of Kain series is basically the ghost of a vampire. His blue skin, glowing yellow eyes, clawed hands and feet, tattered wings, and lack of a lower jaw leave him looking more like a demon than anything else, although in the first Soul Reaver game he can convince humans that he's on their side by not killing them. His sire Kain may qualify as well, even if he straddles the line between Anti-Hero and Villain Protagonist. Although he looks mostly human, people's reactions in the first game (when he's not using disguise magic) make it clear that he's recognizable as a vampire on sight.
Krieg the Psycho in Borderlands 2, a playable character then technically a good guy, a bloodthirsty, mutated monster of a man who looks more like a slasher movie villain than a hero, has a very agressive playstyle and a wide array of very gruesome and disturbing abilities. He doesn't help his case either when he talks. He fights on the Vault Hunters' side with the hope of becoming a normal human again and is ready to risk his life for his allies - some of his quotes and his Redeem the Soul abilitiy that instantly revives a downed teammate and downs him instead imply that he would rather die than let them fall.

Western Animation

In Revenge of the Island, Dakota becomes this after her mutation. Although Sam likes her better that way.