Postal (video game series)/Nightmare Fuel

The screams of the dying seem to qualify, as do the unsettling menu screens, very unsettling loading screens, and the total Body Horror of the credits screen.

Not so much the original game, but Apocalypse Weekend does introduce undead zombies into the mix, as well as many creepy encounters with zombified Gary Colemans (probably rendered more creepy after his death). A fanmade game, Eternal Damnation, included in the Fudge Pack edition of Postal 2, is full of Nightmare Fuel, especially in parts of the game where giant Body Worlds-like corpses chase you down the street.
In one house (can't remember where), you find that the bathroom floor, sink, and bathtub are covered in blood. This Troper was freaked out.
Paradise Lost has a rather creepy Fire and Brimstone Hell level, and while some of the background voiceovers are basically parodies of anguished souls in torment, the level itself lacks almost any humor that made the other parts of Postal 2 funny and the only enemies are the rather numerous zombies that will have the player on edge the whole time, especially if they don't make a habit of hording zombie killing weaponry.