Horror isn't actually that big of a thing in Buffy, it's a ways behind fantasy and superheroics and comedy and drama. "Vampire" may be the longest word in Buffy The Vampire Slayer but it's just ahead of "The" in actual importance. So most of the vampires and demons just ain't that scary, and seeing Buffy demolish horror stereotypes is part of the fun.
But now and then they crank up the nightmare fuel and go for it.
We'll be using Hush as our set text here. Open your DVD collections at Season Four.
See also Killed By Death, Helpless, Where The Wild Things Are, Bring On The Night, I've Got You Under My Skin, less seriously Halloween, and in a different direction Normal Again. Look at how they work compared to regular episodes as well as how they work compared to the pure horror genre works they take inspiration from, how focus shifts and the characters behave differently.
In Hush you can't call for help, essentially isolating you if you're out of sight. And while Buffy isn't particularly bothered by this, look at the focus on Willow and Tara - Tara brought in to be vulnerable and Willow hurt to make her so. Switching out to temporary player characters like Tara, isolated and not so powerful, or playing up vulnerabilities and inflicting them on our Heroes. We may suspect Willow isn't really in danger (after all, we know how the Drama Point system works, none of the PCs are really in danger in this game) but Tara not so much.
"And the idea that basically, we had a new Willow. Because Willow had become so self-confident and at ease with herself, she wasn't as helpless as she used to be. And so we wanted somebody, particularly for this episode, who could act as a kind of Willow character. Somebody we would be invested in, who could be put into danger, who would not necessarily know how to take care of herself off the bat. Because you need somebody like that, and Willow - and Alyson herself - had both matured to the point where it took a lot to get them into that kind of peril."
- Joss Whedon's DVD commentary for Hush
So look at things you could take from the main Cast, like their voices, Buffy's artificial weakness and enforced isolation (and the trust of Giles) in Helpless, or their ability to attack the threat in a ghost story.
Killed By Death is sort of a prototype for this - nobody but kids or the highly feverish can see Der Kinderstod, Buffy has to fight him while down with flu, and with most of the Scooby Gang outside of the hospital we shift focus to the brave but very very vulnerable kids. It's not quite like Buffy guesting in a session of Little Fears, but it's part of the way there.
The MOTW will be a big factor here, so go for something suitably unnerving. Nosferatu-style old guys in suits with long fingers and big smiles may be a bit too familiar by now, but if you can imagine Doug Jones or Camden Toy playing it, that's a good start...
"What I basically set out to do, and I realise that it's very ambitious, was to have a generation of children say "Do you remember the Gentlemen from that episode of that 'Buffy' show? That traumatised me!" the way I and my generation talk about the Zuni doll in 'Trilogy of Terror' with Karen Black. I wanted something that creepy. And I think I got it with my boys.
Talk a little bit about the Gentlemen. What I was going for with the Gentlemen was very specifically a Victorian kind of feel, because that to me is very creepy and fairytale-like. The politeness, the suits, the crazies who are like the crazies in the asylum in 'Dracula'. The metal teeth representing 'Science Defeats Cavities!' Everything is very Victorian era. To me that just bespeaks total creepiness, and it has very classical...
When I designed them - because I drew a very specific picture of what I wanted for the Gentlemen which was realised beautifully by Vulich, John Vulich our makeup and effects guy, and Todd McIntosh - I was drawing on everything that had ever frightened me, basically. Including the fellow from my dream, Nosferatu, Pinhead... Mister Burns... anything that gave that creepy feel.
You know, we get into a lot of reptilian monsters and things that look kind of like aliens. And what I wanted from these guys was very specifically, and again I say it here, fairy tales. I wanted guys that would remind people of what scared them when they were children. I believe the thing that scares us most when we are children is old people (laughs) - is the idea of age."
- Joss Whedon's DVD commentary for Hush
So look at what might unsettle you or your players. Nothing that will actually traumatise them - no handouts showing the scale of the giant spider to the severely arachnophobic player, please - but ideas that can get them thinking "yeah, that might creep me out". You can probably talk about the giant spider relatively safely. Probably.
For an outside expert masterclass in childhood fears, see the average Steven Moffat episode of Doctor Who. Inescapable zombie types, monsters under the bed, statues, shadows... I'm surprised he hasn't done clowns yet.
Finally, these episodes end with lost strength regained, power discovered, the heroism of the Heroes proven and reinstated and the scarier-than-average MOTW thus defeated. The show's creep factor returns to normal in time for the end credits, and while they have some ongoing fallout these episodes mostly stay isolated incidents. Mostly. (Passion, which demonstrates that the recurring vampires can actually be terrifying while also being a big pain episode, is the main example where this doesn't happen.) But they're fun while they last.
Example: All Alone
Download this one here!
A supernatural threat spreads out across town, and everyone who is out after sunset vanishes as soon as they go home. (Or everyone asleep at midnight disappears, or stays asleep and is impossible to wake, leaving only those up late like partying students, night shift workers and monster hunters.)
And the monsters responsible are stalking the streets, ready to grab and disappear anyone as they hunt the Cast down.
This happens early enough, and with little enough warning, that the band are alone in an almost abandoned city, possibly with helpless sleeping people to defend or vanished people to recover. How do you deal with that level of isolation? To throw in a bit more hurting, play up any sense of abandonment (parents divorcing, say) and emphasise new connections (like the start of a romance) which are messed up by the attack.