Millennium is an entire army (well, battalion) of simultaneous literal and metaphorical Complete Monsters. Their leader, The Major, launches an attack on London that results in the death of nearly its entire population overnight, slaughtering civilians with impunity and toothy grins. One of his men is even seen with a dead baby in his mouth. Why are they doing this? Revenge for losing WWII? Revenge for Hellsing's shenanigans that derailed their plans during said war? No, The Major says they have no reason to do this; just that he really, reallylikes war (and even gives a 5+ minute long Crazy Awesome speech explaining his love for it).
Special mention goes to Zorin Blitz, who lays siege to the Hellsing mansion with her forces and mind rapes Seras by delving deep into her memories and forcing her to relive her painful childhood, where she had to watch her parents be murdered by gangsters and her mother's corpse being raped. While Seras is trapped in the illusion, Zorin hacks off her arm, stabs her through the back, and cuts her eyes. Pip and his two remaining squad members arrive and manage to temporarily disable Zorin by shooting her multiple times. Pip tries to escape with the badly wounded Seras, but Zorin kills him by stabbing him through the back with her scythe. To top it all off, as Seras cradles his dead body and cries for him, Zorin mocks Pip, calling him an "insect", and prepares to kill Seras and her fellow soldiers. This was enough to provoke Seras into absolutely curb stomping Zorin and her forces to death.
Fridge Horror kicks The Doctor into this: the creator of the artificial vampires and the one who most likely created The Major's cybernetic body, experimented upon the remains of Mina Harker for bits and pieces for the vampire surgeries, and the creator of Humanoid Abomination Schrodinger. He's a sadistic coward who gleefully tapes the execution of a commanding officer for his personal viewing pleasure. Much later, he ends up desperately trying to survive the night of horrors Millennium unleashed...until Blood Knight Walter decides he's too full of hot air, has had enough of his rants, and demolishes the structure he's under.
Let's not forget the burglars from Seras' past. Poor, sweet Seras, who seems a cheerful and upbeat girl for most of the series, has a rather dark and disturbing backstory which happened when she was very young. It consists of her father being murdered by burglars, her mother hiding her in a cupboard to protect her, and her mother's subsequent murder by the same burglars. Seras tries to exact revenge by stabbing one of the men in the eye with a fork. She gets shot for doing so, and one of the perpetrators proceeds to rape her mother's corpse due to it being "still warm". This is done in full view of Seras, who lies on the ground bleeding profusely and unable to do anything to stop it.
And we can't forget about Enrico Maxwell. We did see signs of him becomming more and more insane as the series progressed, and when we see his FULL SCALE ASSAULT ON THE POOR INNOCENT PEOPLE OF LONDON, we feel no sympathy for him as he dies, despite his poor childhood.
