Nintendo is the Grandmaster of surprise creepy. Just think about it for a while:
Splatoon and Pikmin: In both cases in the backstory, humanity drove itself to extinction. Additionally, Pikmin has several enemies which qualify, such as the Waterwraith.
Splatoon 2 has the Octo expansion where
you almost get pureed in a Blender. That wouldn't be so bad unless you keep in mind that you're the first in over 10.000 individuals who escaped. Quite a creepy analogy to the holocaust.
Kirby: Has quite some real Eldritch abomination bosses.
Mario Galaxy 2:
All for nothing, the whole Mario Galaxy gets swallowed by a massive black hole - and anything alive on them with it
Super Paper Mario:
Mario is too late, one World gets completely destroyed, leaving just a white landscape of nothingness
; Mimi's transformation sequence; some parts of the Underwhere can be this; Count Bleck's castle and the final boss; also Mimi's extortion house if you think about it, after all what she's doing is basically put everybody into slavery.
Mario Strikers Charged!: As the backstory details, the games got so violent that everybody (except Boo) needs to wear heavy armor and the supportes kept behind an electrified energy field. Playing with a metal soccer ball doesn't help, either. Also has quite some post-apocalyptic vibe: https://www.youtube.com/watch?v=XBinxNwAN5s
The whole plot of Majora's Mask
Earthbound becomes more and more of a mind screw the further you are in the game. And then comes the final boss fight...
But since we are talking about Yoshi in the OP: Just think about the backstory and the implications of Yoshi's Woolly World: Kamek transforms all the Yoshis into Wool to weave them into a super comfy castle for baby Bowser. Bowsers Castle being made out of Yoshis, just let that sink in!
Edit: Here's Mimi's transformation sequence in Super Paper Mario. Has quite an Exorcist vibe:
Last edited by Bofferbrauer2 - on 07 April 2019