Shadows of the Damned/Nightmare Fuel

The many deaths of Paula. She's hanged, drowned, eaten, decapitated, crushed and shot to name just a few. Fleming's "V.I.P.s" are also very fond of introducing themselves to you by bursting out of her body.
On the subject of Paula, the parts where you get chased by her are among the most tense parts of the game, mostly because nothing will stop her. Every other enemy in the game can be killed somehow, but the only way to put some space between you and her is to hit her with your light shot, but to do that you have to slow down, turn around and hit her, and if you miss you lost valuable ground between you and her. All that while she screams incoherently and looks like she is going to claw your face off. If she catches you, she gives Garcia an insta-kill Kiss of Death, meaning you'll have go through it again.
Throughout the game, you find books detailing how the boss monsters' mortal incarnations met their end, and some of their stories are pretty disturbing. George was a tapeworm-ridden tramp who died when he tried to eat himself in a last-ditch effort to satisfy his endless hunger; Elliot was a crazy teenage shut-in who jumped off the roof of his school wearing a home-made flying suit; the Sisters Grim all fell down the same well in a freak accident; and Justine was an opera singer who committed suicide by ripping out her own vocal chords.