It's a horror comic, what did you expect?
- Xabaras is always a single victory away from causing a Zombie Apocalypse. And in the "Planet of the Dead" alternate timeline, he did it. And not even on purpose, he just wants to make people immortal.
- Johnny Ghost, who took over as Big Bad after Xabaras' death, is an extremely intelligent billionaire capable of manipulating everyone (including Bloch and Groucho, who are helping him doing something under the impression it'll help Dylan) and has effectively complete control of the United Kingdom. As in, he's the lover of the Queen (or something that really resembles her).
- It gets worse after the Soft Reboot, as he took over lord Wells' role as Dylan's wealthy ally and provider of inventions while being exactly the same in everything else - and with lord Wells being now dead.
- One particularly terrifying story is "The Man Without Face", a Whole Episode Flashback telling the tale of when, as a child, he met with a girl convinced to be chased by a freakishly tall and faceless man that had been stalking the girl for months, with the girl's parents being terrified of the being and convinced that every kid that stumbled upon them would end up as its target. To this day, Dylan is still wondering what actually happened-or if it happened at all.
- Another terrifying character is the Pied Piper of Hameln. He doesn't actually appear, but his pipe does, and it turns out that, with the right music, it can summon anything, including a horde of spiders (one of the easiest tunes, to the point a bully who got his hands on it did it by accident-and he couldn't even really play a pipe), a darkness that will devour the player if they don't banish it away in time, and even zombies (what its latest owner Xabaras uses it for). But that's not really the scary part, that came with Martin Mystere #360, when it turned out that the one to kidnap the children of Hameln had been a wounded alien that needed their energy to heal itself-meaning that we don't actually know what the Pied Piper was doing in Hameln or even why he was there.
- The "Meteor Cycle", starting in issue 383 "Let Chaos Reign!". In that first issue, John Ghost, the Big Bad since Xabaras' death, sets up Dylan to be a hero to the people (admittedly by getting him to do something truly heroic on camera)... Because in little more than a year, a giant meteor will hit and devastate the planet, and if Ghost can't stop it humanity will need a hero to rally around to survive. Every issue that follows adds some more horror, such as the Meteor actually having a malevolent will.
