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.