Sacred Haven of Debauchery

Because the first one is more of a grim fantasy, although it doesn't even really qualify as fantasy, except perhaps because of the mage; otherwise, it's more like a dark medieval setting, and the demons there aren't really associated with fantasy. But the second one is like Diablo... it's more of a zoo than an invasion of terrible demons. As a child, the first part even scared me a little; it's so dark, with all sorts of grotesque creatures running around, and in case of danger, you can't always run away because you might accidentally wander into a dead end. The second level and the butcher are the first scary memories.