I remember there being a topic like this before, but yeah, I've seen some pretty creepy or scary stuff in games that weren't even horror-themed, and were often otherwise lighthearted or comical.
Gygas from Earthbound, although I don't really believe that "fetus" theory.
The Shadow Queen from Paper Mario: TTYD. Especially when she starts to bring the world to an end and you actually select "become her servant".
Many people think the Game Over to Banjo and Kazooie is creepy where Grunthilda becomes beautiful and Tooty becomes ugly, but I think it's actually kind of funny.
In the earlier Sims games, really scary music would play when a burglar was coming to rob your house, or you got a warning from your boss about skipping work, or when you got fired.
The boss music and game over music to the western version of Sonic CD. Man!
In the intro to the Harvest Moon: More Friends of Mineral Town, whacking Mayor Thomas over the head with your hammer after he says to stop or siccing your dog on him would bring you right back to the title screen. Although they don't show anything, it's implied that you or your dog actually killed him, or at least injured him badly enough to get you arrested. He was being a huge jerk, laughing at you for falling for his ad for the farm in the paper and all, but still!
Speaking of which, buying some gold lumber and then displaying it on your farm will make the characters really mad at you for a show-off or whatever, when they're really just jealous because you're rich. They'll come to your farm over the next few days to yell at you, and your character is all like "WTH", And then they'll even call you "Greedy Witch" instead of your real name later, even if they act nice and friendly like they normally do. Only your spouse won't insult you, and the only way to make them stop is to get rid of the gold lumber.
Super Mario Sunshine - I really don't like to talk about this part of the game, but... Mama Peach? MAMA PEACH?!? Also Peach asks Bowser Junior "I'm your mama?" as if she thinks she might be, and it made her sound like the biggest dumb blonde ever which made me very sad, or that maybe Bowser had somehow impregnated her and she doesn't remember anything, which made me very creeped out, and Mario is listening to all this looking like his jaw is about to hit the ground. Fortunately, Junior himself knew at the end Peach wasn't really his mother. How could a human be the biological mother of a turtle-dragon-kappa-thing, anyway?