The build-up to the title screen and the suspenseful ambience, the corpses of the scientists in a dark, isolated room in which the Infant Metroid is held in. It's framed exactly like a horror film.
Ridley's notorious Glowing Eyes of Doom intro is one of the most pants-pissing introductions for a character imaginable. Imagine roaming through a dark base, bodies piled up and everything laid to waste...you see the Baby Metroid, seemingly safe and sound inside of a container. Meters above, you see a pair of glowing orange eyes, scowling sadistically at you. As Ridley comes into full view, he lets out his infamous screech, his Leitmotif starts blaring, and before you know it, you're shooting at him. Worse is that he does this again later on in Lower Norfair.
The kicker? While it's possible to beat down Ridley to the point where he momentarily drops the Baby Metroid, it's very hard. So a novice player (e.g. one who didn't play the first game) may well assume that Ridley is invincible.
The room in Crateria that contains the sealed entrance to Tourian. For starters, it's filled with statues of the four major bosses that need to be defeated in order to access the area. These are creepy enough on their own, but seeing them all together (even if it's just as statues) takes it to a whole new level. Second, the music in this room is a very foreboding ambient track, which dials up the creep factor even more. Third and finally, it's possible to stumble across this room shortly after starting the game. While seeing all four bosses together might not frighten someone who's already defeated them, it certainly could have that effect on a first-time player, who is being shown right away the monstrosities they will have to face. It also might not even be clear to a new player what this room is for, and that it won't be of use to them until later in the game, adding Empty Room Psych and Nothing Is Scarier to the mix.
The whole sequence with Crocomire. Forcing the creature into a pit of acid and watching its flesh melt off. Creepy. Oh, and then its skeleton pops back out for a moment only to crumble before you.
Draygon is arguably worse. Its battle starts off with a surprisingly effective Jump Scare, and when you see that it looks like a Gigeresque horror, you'll see why. It's body pulsates in a disgusting manner, its eye looks mucus-coated and cancerous, its mouth looks like something out that wouldn't be out of place on a Yautja, and if you look closely, there are at least three parts on its body that resemble human faces.
When you kill Draygon, smaller versions of the creature are shown dragging it under the sandy floor of the arena. This could be them burying it... or it could be them dragging it down to devour its remains. Making it creepier, thee could be Draygon's children.
The music for Spore Spawn, miniboss of the Brinstar area. The boss itself is kind of creepy, but it's this strange medley of piano music and tribal drumming that's really spine-tingling. It also seems to keep time perfectly with the boss' figure eight movements.
Worse, it reappears for Botwoon, the miniboss of Maridia.
"Item Room Ambience" is an ambiguously disturbing remix made entirely out of mysteriously telephone-ish beeps with an extremely dark and ominous silence note in the background. Imagine waking up to that in a dark room in the middle of the night. Who needs sleep anyway?
There's something very ominous and eerie about the temple area of Lower Norfair, made worse by the chanting in the Background Music.
The Crashed Ship. Until you defeat Phantoon (itself an exceedingly unnerving opponent) and the power comes back on, you are literally traversing a haunted wreck. There's no scientific explanation for it either, as far as you know, you're simply being assaulted by ghosts. No other enemies either, just ghosts. And the ghosts? They're clusters of skulls fused together, waiting in invisibility and periodically attempting to appear into you then disappear, even coming after you in the presently-inert Save Room. Good night!
The sequence leading up to the Super Metroid is pretty unnerving. The music changes to let you know there's a boss nearby and there are several dried husks of enemies that turn to dust when you touch them, including a Torizo (who acts as an effective visual jump scare when you enter from the next room). Then along comes a Giant Sidehopper that you can't damage with anything other than a well timed super missile, only to see a HUGE Metroid swoop in and suck the thing dry in seconds. You're next, and there's not a damn thing you can do about it... until it leaves you with one unit of health remaining.
Mother Brain's theme is effectively Oh, Crap! in musical form. Mother Brain herself is quite intimidating as well, seeing as it fakes you out into thinking the battle will just be a copy of the original's final boss. Nope. Instead, we're treated to a grotesque, snarling, drooling monstrosity that towers over you, who then proceeds to kick your ass. The music conveys the feeling of hopelessness quite well.
Her roars also sound horrific, with most of them being in the same tone of the rather purely evil sounding music. It really does hammer home that you are face-to-face with a biomech abomination that you simply cannot fight.
Brinstar has numerous man-eating things in the floor and ceiling that trap you and deplete your health. While they do let go after a few seconds, they're still all kinds of "yuck" to look at. One area has a floor and ceiling comprising nothing but these creatures.
, which dials up the creep factor even more. Third and finally, it's possible to stumble across this room shortly after starting the game. While seeing all four bosses together might not frighten someone who's already defeated them, it certainly could have that effect on a first-time player, who is being shown right away the monstrosities they will have to face. It also might not even be clear to a new player what this room is for, and that it won't be of use to them until later in the game, adding Empty Room Psych and Nothing Is Scarier to the mix.