I think this depends on either the content of the game, or my awareness of such content when I play.
For example, the GBA Castlevania games have great graphics and everything, but when you're adventure/loot-minded, you seem to overlook the fact that that big ball that you just fought earlier consisted of a towns-worth of people to make, literally (Legion); or that one of the last bosses "wings" you saw out the corner of your eye was actually a couple of pale angels bound together by a ring and their intestines.
Well, when you're too busy kicking ass and collecting loot, you tend to overlook the nightmareish elements that are before you. I'm not kidding, I had more fun than disturbance playing the Castlevania games more due to delivering an epic beatdown to the bosses and such and dodging attacks instead of worrying about what they look like, or what makes them up (outside of Legion, I kinda got the hint as I saw blank wanderers walking about; I saw it coming, though it didn't expect the inner part of the flesh-sphere to resemble a fetus when it formed).
I think the games that disturb me are games like Earthbound. It starts off as rather lighthearted and fun, but then mid-game it begins changing it's tone, and then you meet Gigyas. My goodness, that thing is horrifying once you understand what it is. Of course, the first time I glanced upon him, I just saw a red smoke and wondered what the big deal was. Then Tropes and looking at a spritesheet made me see what cannot be unseen; let alone add the music.
I suppose other early games, taking a look at those spritesheets, and actually appreciating the designs of them also makes you realize that the environment was really far more terrifying than you last recalled them to appear (again, I didn't realize I was attacking an X until I really took a look at them some time later). Hell, Final Fantasy games anyone? I never really payed too much attention to those designs until replaying them more recently.
Heck, the Yunaleasca battle comes to mind from FFX. I know about her turning all Medusa by 3rd form, but I didn't realize until that form that all those snake heads had deformed skulls on them. Or what about other games that look like they have some pretty awesome technology for the background and everything... only to realize that it was all organic at a later time.
I guess I can only really state disturbing moments in games, rather than games as a whole. One of the more recent disturbances I experienced was when I played Tomb Raider I (a good one). I thought Atlantis was going to be as interesting as some of the other levels I've experienced in the series. I didn't expect that I would need to bring some BBQ sauce with me however. What in those levels aren't fleshy? Blech.
@Nikov: Wait until you experience Chryssalids, and read what they do to their victims. And even worse, deal with them in large numbers. But I think TFTD has equally disturbing creatures.