Nightmare Fuel / Wild ARMs: Million Memories

• The opening cutscene. The Yggdrasil System rapidly starts heating up Filgaia and burning it to ash. What really hammers this home is Emma's description of what's happening and the fact that, if you look closely, the normally upbeat and tough minded scientist is crying. All the characters can do is lament how badly things have turned out and express their disbelief over 'him' working for Mother. The scene closes with this Wham Line.
  ''Why did you betray everyone, Rudy?"
• Dean's vision in the Guardian Shrine has him team up with Nightburn to defeat monsters and rescue villagers in a burning town, only for his hero to leave him to die screaming as he burns to death.
• Siegfried has always been a highly competent villain but this game takes it up to outright chilling levels. For starters he's shown to be far more powerful here than he ever was in Wild ARMs and Wild ARMs 3 as this is the first time he absolutely curb stomps you. And after the aforementioned curb stomping. He swipes the elemental stones keeping Mother sealed away from Cecilia and then smashes them. At the very end it's revealed he's behind Rudy's betrayal which leads to the above scene. It's a good thing he teamed up with Rudy to take Mother down and eventually sacrificed himself or the game would have had a much grimmer ending.
• The entire party fading away one by one as Mother coats the Memory Maze in darkness. What makes it truly chilling is how the Background Music gets quieter and quieter as each one disappears until there is only Rudy and Cecilia left. And then she fades out too.