Nightmare Fuel / Hellboy

Beware of unmarked spoilers below!

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Comics

• The Conqueror Worm is a gigantic caterpillar-like Eldritch Abomination that does nothing except eat, and grow, and eat, and grow some more. If Hellboy and Roger hadn't stopped it, it would have continued doing this until it has eaten everything on the planet.
• The Crooked Man's face is extremely unsettling◊.
  • From the same story, we get a witch that can take off her skin and turn into a raccoon, the deformed descendants of the colonists who disappeared from Roanoke and the general creepiness of the setting in the Appalachian Mountains.
  • The art style is extremely unsettling as well - the witches are nearly as unsettling as the Crooked Man. God help you if you read it at night.
  • The climax of the story follows Hellboy, Tom, and the priest holding out in a church against a massive gathering of witches, and the crooked man himself. Aside from the aforementioned horror of the witches and the crooked man, the mere idea of being surrounded on all sides with no protection but the providence of God, who in the Hellboy universe is not nearly as powerful as His faith would have you believe. Shudders.
• Hecate's long ascension to become patron Goddess of Witches. To date, her forms include a woman with a snake's lower body, an iron-maiden with glowing blue eyes,a strange robotic hybrid of the first two forms and a desiccated corpse barely clinging on to consciousness (when last we saw her, in her conversation with Grey). She is also the ultimate source of vampirism in the Hellboy-verse.
• In "The Sleeping and the Dead," we learn that the vast majority of Europe's vampires have decided to go underground, sleeping and waiting for a time when humans forget they ever existed, with a minority staying behind and creating new vampires that immediately join the others. When humans finally forget about vampires, and how to fight them, they will reemerge and rule the Earth. This is illustrated with a scene of a ruined city with the air filled with bats.

Films

2004

• The Nazi scientist getting sucked into the vortex. His skin gets burned/melted away, reducing him to a skeleton as he screams.
• Kroenen, especially when he's shown without his gas mask and almost completely naked. He's covered with huge, grotesque scars from his surgical addiction. His eyelids and upper and lower lips have been completely removed, making him look like something that crawled out of the Uncanny Valley. And it was all self-inflicted. Not to mention his inhuman movements, cybernetic implants, and body so decayed he literally excretes sand instead of blood when damaged.
  Professor Bruttenholm: What horrible will could keep such a creature alive?
• The giant tentacled Eldritch Abomination that's been festering inside Rasputin after he was sent to Hell. We get a hint of it when Rasputin shows Professor Bruttenholm his hand and draws attention to what initially seemed like blood vessels writhing beneath his skin.
• Rasputin getting dragged into the portal. Some of his skin and flesh comes off in little globules, and it looks like his eyes float out of his head. He also is folded in half before entering the portal, getting his pelvis sucked in before the rest of him. Even though he's a Nazi creep, you end up feeling squicked out.
• The destruction of the asylum Liz was in, by said pyrokinetic's nightmare-guided hand. It exploded while guards and patients were all on site.
  • Her childhood victims' fates are also pretty scary, though they brought it on themselves by bullying her.
• Rasputin's unnerving ability to turn up anywhere - the museum where Hellboy first fights Sammael, Liz's room in the mental hospital, even the freaking BPRD.
• The vision Rasputin shows Professor Broom of what the future will be if his plans succeed: a cosmic horror Class Z Apocalypse with smoking Scenery Gorn, and thundering, flaming red skies from which giant tentacles belonging to Eldritch Abominations hidden in the clouds dominate the scorched Earth Rasputin and his masters consider a "New Eden".

The Golden Army

• The Tooth Fairies. They sound cute, until you consider the fact that getting caught in a swarm of them means that you are Eaten Alive.
  Nuada: Let this remind you why you once feared the dark...
• Although Hellboy broke the ritual seemingly making the Ogdru Jahad disintegrate into thin air, the sequel heavily implies that they're actually very much still alive and dangerous given how the Angel of Death warns Liz that Red will still go on to lead the apocalypse if she accepts to make him live, a terrifying but intriguing Sequel Hook that sadly never got payoff in a third movie that never was.
  • The Angel of Death itself is quite scary; an Angelic Abomination with an Eyeless Face and eyes all over its wings, who keeps cackling in a very creepy way while informing Liz of its universal omniscience. It's not shown to have Blue-and-Orange Morality since it initially reacts with annoyance at the Goblin Master Blacksmith coming in, so despite being a neutral figure who claims that its heart is filled with dust and sand, the Angel clearly revels at the concept of the impending doom Hellboy's survival will supposedly bring and all the deaths he'll cause. Overall, this monstrous thing is out there, it knows everything, and it'll have a big laugh when it collects our souls once the end of times comes to fruition.
• Nuada's plan of awakening the Golden Army is a terrible scheme because it wouldn't just lead into a genocide, it'd ultimately cause much wanton destruction for his people too, as his sister poetically puts it: "Our green fields cannot grow out of all that blood". Besides, it's not ancient times anymore. Humanity has nukes and weapons of mass destruction now, that they will inevitably use when trying to stop the Army after each terrible defeat. Nuada better have a fancy spell that can undo radioactive nuclear winters...
• While it's easy to hate on the citizens turning into an Angry Mob towards Hellboy and his group, try to see it from their point of view: Hellboy used to be more of an urban legend, a cyptid, who while showing some traces of his existence was still a mysterious figure who'd come and go, and whenever it came across someone (like the child at the rooftop and the people he saves at the subway fight with Sammael) they react with enthusiasm because they're having a special, personal encounter with the mysterious figure everyone buzzes about, or would eventually rationalize it's some kind of strange stunt and not find him exceptional. The fight with the Elemental was a shock because the entire population learned that Hellboy, the supernatural and dangerous, malignant fantasy creatures are all 100% real, and the personal awe easily turned into all sorts of Fridge Horror fears about the implications of this reveal, about what else could be out there (indeed; an insane elf prince wants to unleash an unkillable robot army to exterminate mankind).
• The DVD came with a motion comic teasing how the unmade third movie could have started. It opens with a businessman venturing into Kroenen's lair and salvaging his head from his mangled body. He reanimates it in a secret Antarctica base attaching it to a new giant robot body and we hear Kroenen speak for the first time, gloating that he's fulfilled his master's wishes. And that's when we see Rasputin, alive and well...