Berserk Button: Do not ever accuse Lucifer of killing an innocent child.
Dark Is Not Evil: While being in the business of punishing the wicked, Lucifer seems to be more concerned with the fate of innocents and the redemption of sinners than God though this is a very new development.
Hypocritical Humor: One interpretation of 'A Penny For A Tale': it's a warning against being greedy; however, the singer won't continue until you give him some money. (To be fair, though, he is a hobo clown...)
Minion with an F in Evil: The Magician comes off as a goofy, childish innocent in the middle of the creepy carnies. He still wants to join in the "fun" of punishing sinners, but his disappointment when he's not called up to participate in one of the acts is so sincere and pouty that you kind of want to hug the guy and tell him his time will come. The Disney-pink sparkles from his wand, his goofy dancing, and his habit of talking to his stuffed rabbit don't help.
Foreshadowing: Of a sort. In "666," the only one of the rules specifically mentioned in the lyrics is "No cutting in line." Guess which rule John breaks later.
Grief Song: John's song is appropriately titled "Grief".
Kick the Dog: John's tricked into believing he sees his son a couple of times, the first of which turns out to be a doll, another turns out to be the Fool, who literally kicks him in the shin before running away.
No Name Given: Her first name is never revealed, at least not in the film. At the Chicago showing, Terrance Zdunich and Darren Lynn Bousman were asked by a fan if they could give her a first name. They agreed, giving Merrywood the first name "Kathleen", after the fan who asked.