This requires two people to do properly. Think of a group of odd items, like lemon juice, jumper cables, salt, etc, and tell the other person to go get them. The other person asks "Where we gonna get this time of night?" To which you respond "You're right, go to plan B".
The person you are trying to torture will use his own fears to determine what you were planning on doing to them with those items, and likely think of something worse to do with them than you could actually think of. Also known as: MIND FUCK.