From easter eggs in Mario, to lighting mistakes in Luigi's Mansion, and of course, the truly messed up world of The Legend of Zelda: Majora's Mask - Nintendo has had some truly creepy moments in their games.
Spooky easter eggs in Mario have included moments like the Shiverburn Galaxy "Hell Valley Sky Trees" of Super Mario Galaxy 2. Or perhaps, a genuine ghost that appears in the ghost houses of Super Mario 3D Land.
Zelda has consistently had some messed up things - like just about anything in The Legend of Zelda: Majora's Mask, including the Song of Healing taking the souls of Dekus, Gorons, and Zora's. Or, just, everything about the Elegy of Emptiness.
But, let's not forget classics like Earthbound - which gets truly dark towards the end, the creepiest part of Star Fox - when you end up "out of this dimension" forever, or Lavender Town of Pokemon.
Dave Klein, aka DaveControl, or GameSpot breaks it all down.