The creepy music being used at inappropriate times, such as the gentle, almost happy theme song being used in the scene of a woman being decapitated.
It was considered so realistic that the Italian government thought the filmmakers had made an honest-to-god snuff film, and it took producing the very much alive actors to prove that it wasn't. They had to demonstrate in court how they'd faked the impalement scene.
The scene of Felipe having his leg cut off and they attempt to Heal It with Fire and that final shot of the clip with Mark giving that look at the camera that is between fascination and bliss at the blood.
The notorious impalement scene, that serves as the poster and cover of most editions of the film. An innocent native girl is discovered dead, having been killed by having a 10 foot wooden spike stabbed through her entire body vertically, starting between her legs and coming out of her mouth and leaving her hanging there on the pole. The camera lingers on the extremely realistic scene far more than one would like.
There is a strong implication that the filmmakers did not "discover" the impaled girl, but that they actually performed the impalement themselves. Just check out the expression of blissful pride on Alan's face before his cameraman calls him on it...
Mark:(offscreen) Watch it, Alan, I'm shooting.
Alan:(immediately looking horrified) Oh, good Lord!!!
The Reason it seemed so realistic? Was because it was a real person with a real spike. But not actually impaled. note Filmmakers actually carved a real spike, weathered it, poured blood on it, and then cut the tip off and shorten it considerably. They then fitted a modified bicycle seat on it so the girl would sit on it while it would be completely hidden. Then they just put the spike tip in her mouth. The rest was really, really good motor and breath control on the woman's part.
The idea that a group of seemingly-normal people, once free from the constraints of law, would proceed to Rape, Pillage, and Burn with zero moral reservations is terrifying in and of itself.
Even though they probably deserved to die for what they did to the natives, the ultimate fate of the camera crew is horrifying:
Jack is hit in the chest with a spear. Rather than attempting to help him in any way, Alan shoots him so that they can get the footage of the ritual mutilation. It's unclear whether he's still alive as his penis is cut off and one of his eyes is popped out. Afterwards, the natives behead him and hack his body apart with hatchets, then toss around his internal organs and flayed torso in triumph. His severed head is impaled on a spear and burned while the natives devour his remains.
After being dragged away by the natives, Faye is likewise abandoned by her friends for the sake of their doomed documentary. Surrounded by the jeering tribe, she is stripped naked, bent over, and repeatedly raped. Next, they flip her over and, while multiple natives hold her legs apart, she is raped again. Finally, she is savagely beaten with clubs and decapitated.
Alan and Mark attempt to flee, but are chased down and surrounded by the tribe. As they lie helplessly on the forest floor, they are beaten and stabbed to death from all angles. Afterwards, their remains and the remains of their friends are turned into a shrine to ward away evil spirits and the natives refuse to part with them. Consequently, they never return home, even in pieces, and are never properly buried.