When you turn around and The Neighbor is right behind you, staring into your soul. Complete with Scare Chord.
The mysterious basement? What's in it? Alpha 2 implies the Neighbor is keeping a woman and her children down there, along with what appears to be tools for a Hollywood Satanism-style ritual. In Alpha 4, the basement features some kind of shadow-like humanoid monster. There's just enough ambiguity at this point that all this could mean anything, but it probably doesn't mean anything pleasant.
In the E3 Beta trailer, the player character wakes up to screaming and banging noises coming from the Neighbor's basement. Said screaming sounds almost... inhuman. And as if we didn't have enough proof that whatever's down there is going to be disturbing.
The final game employs subtle horror Foreshadowing in the dream sequences that the protagonist has between being captured by the Neighbor, which slowly reveal pieces of his past. Most of them are Tear Jerker, but in one of them, you ride through a roller coaster equipped with a pair of hands, operated by the boy on the missing poster. At the end of the ride, you see the girl from the missing poster standing in the middle of the tracks and you push her off the edge. Explaining, through rule of symbolism, what might have really happened to the two children in the poster.
The spinoff, Hello Neighbor: Hide and Seek confirmed this event as the neighbor's son startled the daughter until she accidentally fell off the house's roof. This happens after the neighbor's wife 'disappearance'.
There's another creepy dream where the neighbor is shown burying something, in silhouette.
In Act 3, some of the minigames can be a little surreal and unnerving, especially for anyone who has a phobia of mannequins (who serve as your enemy in the minigames.)
The mysterious shadow which haunts the protagonist through all of Act 3. It's possibly a representation of the protagonist's trauma at the hands of the Neighbor when he was a child, but even by the end of the game it's never quite explained what it is. Just that it's big, nasty, and in the final boss fight it wants to get you.
, the player character wakes up to screaming and banging noises coming from the Neighbor's basement. Said screaming sounds almost... inhuman. And as if we didn't have enough proof that whatever's down there is going to be disturbing.