Every scene with the lobotomized Jason Stryker. Regardless of whether or not he's truly as malevolent as his father claims, he's just creepy.
Speaking of which, the backstory William Stryker gives is absolutely horrific. If Jason really did do what his father claims he did, then he is easily one of the most terrifying villains in not only the series, but the entire superhero genre. To elaborate: Jason tortured his own parents by projecting horrific imagery into their minds. We are not given details, but apparently they were so bad that Jason's mother lobotomised herself with a power drill rather than endure them anymore.
The comic adaptation is even worse; Magneto makes him implode.
The delighted grin on Magneto's face is no doubt because he finally has access to metal again — but he also takes far too much pleasure in murdering Laurio and the other guards as he escapes.
When Stryker's men silently invade the X Mansion, quickly sedating and abducting many children while incapacitating Wolverine with a head shot. Furthermore, their face paint is quite unsettling.
The refugees escape to Bobby's family home to lay low and figure out their next move. His family welcome them with open arms...until they reveal the truth about why they had to leave the school. Bobby's brother runs upstairs and calls the police. Given that anti-mutant sentiment is high given the recent assassination attempt on the President, it's completely understandable that his brother felt threatened. What makes it chilling (as well as show just how badly the mutants are viewed by society as a whole) is how fast he makes the decision to call the police.
The grey eyes that characters get when under the influence of Stryker's mind control serum.
When Xavier inadvertently uses the Dark Cerebro to slowly eliminate all mutants or all humans, they are shown unable to do anything except writhe in pain and agony. What of all the surgeons, pilots, etc?
The notion that Xavier is fully capable of killing anyone on the planet by using Cerebro to focus on a target to induce brain death is terrifying in itself. The fact Magneto of all people tried to make Charles do this to all of humanity after literally just stopping Stryker from doing so to mutants is even more repugnant.
While it was an immense and exciting visual spectacle, the opening, featuring Nightcrawler taking down every one of the president's bodyguards is also quite unsettling. The ease at which he quickly and efficiently dispatches each and every one of them... And the fact that he was a second away from stabbing the president; had that last bodyguard not recovered at the last minute to graze Kurt's shoulder with a bullet, things would've been much worse for the mutant population.
The blurry disorienting flashbacks Wolverine experiences throughout the film. The last one is him escaping the Weapon X facility where he staggers down a dark tunnel and looks at his claws with a horrified expression and loud scream, covered in blood before the memory abruptly ends.
