Nightmare Mode

Nightmare Mode is a set of random challenges added in Update 9 that increase a mission's difficulty. Allowable Nightmare Mode missions have a white skull next to the mission's details. Nightmare mode also marks the lobby screen of the mission with a  red glow. The Lotus randomly selects missions for Nightmare Mode from the planets where you have already completed all levels. As a reward for accepting the challenge, completing the mission will result in a special prize of a Rare Nightmare mod with dual effects.

To unlock Nightmare mode, one must complete all of the missions on the planet; only then can Nightmare mode levels appear.

Mission Intel
Nightmare mode is unlocked by clearing every mission on a planet, but is not available on Mercury as of Update 9.2. You also can't start a Nightmare mode mission if you are rank 0. As of update 11 you may choose whether to run the mission in regular mode or nightmare mode. The rewards for this mode are randomized, so a Tenno can complete the same mission again and again for a different award. If all the Tenno in the group do not have Nightmare mode unlocked, only those with it unlocked should select the mission or the mission will begin as the normal version of it.

Challenges
All Nightmare Mode enemies are significantly increased in level and strength (increased damage), and sometimes replaced with more dangerous versions. For example, instead of spawning Grineer Lancers, the map may spawn more Elite Lancers in their place. In Nightmare mode, lockers won't drop ammo but enemies still will. Environmental Hazards can also appear as usual.

Up to two (as confirmed with Health Vampire and Timer on simultaneously) of the following challenges may occur per mission (each has the same chance of occurring):
 * No Shields: Every Tenno's shields will be reduced to 0.
 * Timer: The mission will now be timed, starting at 5 minutes. The death of an enemy will add 5 seconds to the timer. Death does not need to be caused by a Tenno and can be caused by death by another faction.
 * If the mission type is Defense, Mobile Defense or Survival, this challenge will be ignored. A new challenge will not be chosen in its place.
 * Health Vampire: Every Tenno's health will be reduced by 1.5% of maximum per second rounded down. This won't reduce your health lower than 1% of maximum. The death of enemies, including Infested Volatile Runners exploding, will recover 12.5% health for the entire Tenno squad.
 * Energy Vampire: Every Tenno in the cell will lose energy constantly (approx. 5 per second?). Energy Siphon slows down the drain rate.

In addition to the challenges above, there is also a 50% chance of low gravity (reduced by half, this affects everything including player maneuvers in the air, enemies and loot)
 * Ammo Storage Deficit: Lockers do not drop ammo, but enemies still do.
 * Enemy Damage Buff: Enemies will have innate triple damage buff.
 * High Level Enemies: Enemies will have a higher level than normal.
 * Lethal Explosive Barrels: Explosive barrels deal lethal high damage. (around 1000)
 * Longer Reload: Reload Times are increased. (possibly +50%)

Removed Challenges

 * No Minimap: Every Tenno's minimap will be removed, leaving no objective indicator. (Removed in Update 9.4)

Mission Rewards
Possible rewards on completion include:

Bugs

 * Host Migration will sometimes cause enemies to revert to standard mission level, and special circumstances (Vampire, timer, gravity, etc.) to be removed. Mission will still reward as nightmare mode however.
 * The Vampire effect (and the Timer challenge) will take effect as soon as the mission begins, i.e. as soon as the beginning cutscene starts.
 * The screen goes blank before loading some missions.
 * Currently known mission: Mars - Ultor.