The regular screen is a bloody skull with its mouth open wide as if it were screaming, a sword going through its mouth and a snake in its eye sockets.
In Sisters mode, there's a nun crying Tears of Blood, looking directly at the player. And they're the only pair with a different Game Over screen, so it's extra-startling if you played Richter mode first and were expecting the regular image.
The Nation of Fools' background story is just unsettling. It's basically a city where everyone were having so much fun that they forgot about everything around them....Then they all corrupted and became the Legion.
Medusa's death sequence. She thrashes around violently while tiny Medusa heads come flying out of her body, then turns to stone, shatters, and falls upwards.
Also, the ceiling of her room features a helpless, petrified commando of modern-day soldiers. Which she shatters when the battle begins. Considering that she can petrify you, only for you to break out of it, those troops might've been aware the whole time, unable to do anything but watch helplessly as she came rocketing towards them...
One of the sidequests involves retrieving "The Statue's Tear", which you get from a statue of the Virgin Mary in the Nation of Fools. Upon pressing "up", a massive amount of blood spills out of the statue without warning.
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