For me it would probably have to be the Four Kings from Dark Souls. It isn't the boss itself that's scary, more the encounter. The way you're dropped in this pitch black, featureless arena that messes with depth perception to fight a boss that can multiply over time, along with the music just makes this such a stressful boss. I'll give a link to the music.
What about you guys?
Surprised nobody has said "The One Reborn" from Bloodborne yet...
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Savage deviljhos Moster Hunter 4 Ultimate 4 Deviljhos in 1 arena, now that's scary!