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[[caption-width-right:225:This is not over Sly Cooper! I will kill you in your sleep!]]
* From the second game, once you manage to [[spoiler:shoot down Clock-La, you still have to destroy the hate chip. So, in order to do so, you have to open up Clock-La, revealing a purple holographic projection of Neyla's head, which is likely the only remains of her soul at this point, who threatens to ''kill you in your sleep.'']]
* From the first game, the Ms. Ruby level is pretty disturbing, filled with bad voodoo, the creepy looking guards, the giant monster thing that chases sly through one of the levels, and the green river filled with severed body parts. Bentley {{Lampshades}} everything.
** I want to elaborate on this. The guards in her level fire blobs of pure black magic at you, shrinking your head!
* The Contessa of the second game is a pretty nasty piece of work herself. She's a [[RedEyesTakeWarning red-eyed]] spider-humanoid that has been playing Interpol so as to get the whereabouts of thieves' treasures via her "therapy". In her second level, we see her attempting to hypnotize a strapped-down Carmelita while saying that she will break her will.
** Her prison level is unnerving as well with its Gothic architecture, vicious-looking wolf and vulture guards, and the constant webs everywhere.
* Toothpick, the second boss of ''Thieves in Time'', has such moments because of how AxCrazy he is, such as carelessly shooting a guard (who instead just drops rather than vanishing into smoke) and turning into [[HulkingOut an even more deformed-looking monster]] when stressed. Basically, just picture [[WesternAnimation/RenAndStimpy Ren Hoek]] as a ''Sly Cooper'' character and you'll get the general idea.
** Also from ''Thieves in Time'', the flashlight guards from "Of Mice and Mechs". They wouldn't be so bad if it weren't for their creepy, mechanical voices. The first mission actually involves having to listen to their conversations with each other.
* Clockwerk himself is absolutely terrifying. To elaborate, imagine a being (a huge owl, to be specific) who has spent ''years'' replacing his body with robotic parts just so he can be immortal. And why does he want to be immortal? A fear of death? Nope. A GodComplex? Not even close. The only thing that fuels Clockwerk's desire to live forever is that he absolutely '''hates''' the Cooper family and wants nothing more than to see them utterly wiped out. Imagine someone that hates not only you, but your ''entire'' family so much, that he is willing to turn himself into an immortal robot fueled by pure rage (IE: The "Hate Chip") just to kill you.
** According to Thieves in Time, Clockwerk has been alive ''much, much longer'' than we previously thought. If the game's easter eggs are canon, then he has been alive since ''at least'' the ice age.
** And more on those easter eggs: in pretty much every level of Thieves in Time, you can find Clockwerk perched somewhere in the scenery, just watching you. When you remember that his goal was to wipe out the Coopers...Bottom line: you may have been playing as Sly's ancestors only a short time before their deaths.
*** However, if you need some NightmareRetardant: Clockwerk muses that the Coopers always find ways to foil him when confronting Sly in the first game, so you can be sure that they gave that monstrous bird a hell of a fight, [[WMG/SlyCooper maybe even causing him to need the cybernetics he has.]]
** Considering how seemingly thorough Clockwerk is, one would think he would have been able to extinguish the Cooper line already, seeing as how all he'd need to do is kill off all current living ones. Sure, they hid from him, but they can't have ALL evaded him entirely. It's possible that he simply allowed them to breed a new generation, then killed off the elder ones. He doesn't want to eliminate the Cooper lineage, he just wants to personally execute every Cooper, for eternity.