If you poke around in the Metroid Prime games there's a lot of interesting creepy or sad bits to be found. Many of them are in Echoes, if you take the time to read the Keybearer lore or the log entries on the other Luminoth corpses lying around.
One of my favourite little disturbing segments in in Elder Scrolls: Oblivion. If you do Vaermina's Daedric quest, you get to navigate the nightmare-scape of some necromancer she doesn't like. One room in the dungeon is just a vista that looks out on to a black void full of hung corpses; some mutilated, some on fire, just hanging around for your enjoyment.
http://images.uesp.net/b/b8/OB-interior-Arkved%27s_Retreat.jpg
Another is the good ol' Shadow Temple from Ocarina of Time. Not only are a number of the rooms pretty explicitly torture chambers, but some of the early rooms are walled and floored with...well...
http://imageshack.us/photo/my-images/268/shadowtemplecryptwallpa.png/ (embed didn't work, so enjoy. That's a LOT of people)
One of my favourite little disturbing segments in in Elder Scrolls: Oblivion. If you do Vaermina's Daedric quest, you get to navigate the nightmare-scape of some necromancer she doesn't like. One room in the dungeon is just a vista that looks out on to a black void full of hung corpses; some mutilated, some on fire, just hanging around for your enjoyment.
http://images.uesp.net/b/b8/OB-interior-Arkved%27s_Retreat.jpg
Another is the good ol' Shadow Temple from Ocarina of Time. Not only are a number of the rooms pretty explicitly torture chambers, but some of the early rooms are walled and floored with...well...
http://imageshack.us/photo/my-images/268/shadowtemplecryptwallpa.png/ (embed didn't work, so enjoy. That's a LOT of people)