* BreatherBoss: Compared to the other bosses, [[spoiler: The Contessa]] is a piece of cake. Her attacks are all slow, weak and pretty easily dodged. Even after she [[spoiler: starts using the Clockwerk eyes on you]], it's quite possible to end the fight without taking a single hit.
* EarWorm:
** [[http://www.youtube.com/watch?v=idyGBBLUXTA "Sly in Paris"]].
** Nobody could possibly forget about [[http://www.youtube.com/watch?v=HT3K8Z5anQE Greasy Sweet]] as well!
* FoeYay: Carmelita and the Contessa have a bit of this in "A Tangled Web".
* HarsherInHindsight: Sly claims that Carmelita isn't a cruel cop when [[spoiler: she captures Murray]]. Sadly, in the next game, [[JerkWithAHeartOfJerk he's proven wrong]].
* HateSink: [[spoiler: Neyla and the Contessa]]
* ItWasHisSled: [[spoiler:Bentley gets injured at the end of the game and becomes a HandicappedBadass in ''Sly 3'']].
* {{Narm}}: Neyla's alleged English accent. It's supposed to be a Cockney accent gained during her time educated in London (she's actually Indian) but it's rather glaringly fake. Probably a case of OohMeAccentsSlipping, as her accent sometimes sounds Australian.
* MagnificentBitch: [[spoiler:Neyla.]]
* MoralEventHorizon: [[spoiler: [[BigBad Neyla]]]] crosses it when [[spoiler: she betrays and kills Arpeggio and [[GrandTheftMe possesses]] Clockwerk, becoming Clock-La]]. If the betrayal to the Cooper Gang and Carmelita at the end of Episode 4 was not considered crossing the [=MEH=], this is it.
* PlayerPunch: [[spoiler: Bentley being crushed by Clock-La's closing beak and rendering him in a wheelchair; particularly because the last action you get to do before the ending cutscenes is getting Bentley to grab the Hate Chip. No matter how hard you mash the buttons as Murray, it's all in vain. Made worse when Bentley tearfully cries, "Pick me up! I can't walk!"]]
* ThatOneBoss: Rajan, who has absolutely massive health (even though you are playing as Murray, your attacks still do little damage to him), has damaging attacks (which are also hard to avoid due to Murray's size and slow speed), and summons goons to help him fight which also do a lot of damage if they hit you.
* ThatOneLevel:
** The Water Bug mission in Episode 3. Once you know where all the pools of water are, it's a lot easier but it essentially turns the jungle into a maze for first time players.
** The Contessa's levels (Episode 4 and Episode 5) are a real pain-in-the-neck. You spend the first three missions as weak techno-wizard Bentley -- before you can spring Sly. With the exception of getting Murray out, Sly's missions are long and painful. At least the Operation: Trojan Tank is not as NintendoHard as the rest of the level.
** Charged TNT Run. Not only you have to go to three different areas to collect certain objects, you are unable to fight the guards. And often, if you have to drop in front of one, there's a chance that he will never move, meaning if you move, game over.
*** Even if you don't move, if the guard touches you, they instantly detect you and attack.