Nightmare Fuel / Dragon Quest V

• Pankraz's death is pretty unnerving. Forced to take a savage beating by Slon the Rook and Kon the Knight under threat of seeing your own son killed if you dare moved, and then at death's door, you're immediately burned alive to such an extent there's literally nothing left.
• At the end of the second act, you and your wife are Taken for Granite by Bishop Ladja ^note  Kon the Knight in the SNES original and are forcibly separated from each other. You're stuck this way for years until your children come to you and return you to your normal self. It's implied that you were still aware of what was going on for years. The build-up to this event, where you awaken in the middle of the night, with no background audio besides a clock that's ticking extremely loudly in the silence, to find your wife kidnapped and a terrified nanny hiding with the kids, helps sell the raw terror of the moment. It's no surprise that your main character immediately charges off in pursuit of the monsters responsible.