It's a film about the Holocaust. WHAT DO YOU EXPECT?
Pretty much any scene with Josef Mengele. Special mention goes to this singingnumber, and his final form.note If you look closely at the swan-angel's beak, you can see the tortured faces of human children.
Oh, good God, the scene where Sgt. Olga is Dragged Off to Hell. First she's standing in a pentagram chanting ominously in some language like Latin. The circle will summon something that is never made clear in the film at all, but will apparently give Olga the power to control Auschweitz. Then Mr. Goebbles arrives and it all goes wrong-the coloring scheme goes from a misty green, gold and black into red and hellish and demons come out and grab Olga as she starts screaming. Then a massive hand from what is implied to be Satan arrives and snatches her, dragging her through the portal. Thus ends our villain, folks. What a way to go.
The Nightmare Face Olga makes when she catches Anne. It is said by many who've seen the movie to be scarier than the Coachman's Slasher Smile in Pinocchio. And if that wasn't enough, even the animator who did that scene was scared to death by it.
The fact that Sgt. Olga has witchcraft and is a Nazi. Imagine if the Nazis actually did have that sort of power. Also the fact that it's implied that she was trying to summon the Devil when she died. Basically, Olga in the movie, while scary, wasn't exactly the worst villain Disney came up with. But IRL, we'd be dead.