Nail World is an area accessible from Theatre World. You can get to it by interacting with the brown robot.
Features
The area is filled with lots of nails hammered into the ground.
There is a large brown robot lying somewhere in the area, and if you chainsaw him for a while, it will transport you to an area sectioned off from the rest of the world. Here you will find a lady in a white dress spinning around. If you chainsaw her, her head will come off and she will spin around really fast. An image of her will flash onto the screen and lots of headless women will appear on the platforms and spin around as she did.
There is also a black dog-like creature with a green mouth and eyes wandering around.
Red Nail Passage
If you go into the hexagonal-shaped doorway, you get transported to the Red Nail Passage. It has a red scrolling background and a scary atmosphere. If you stop by one of the red blocks with holes in them and press Z, an image will flash up on the screen (like the pictures in the Sewers in Yume Nikki). When you follow the path, it will lead you to the Window.