Zoe: "If they take the ship, they'll rape us to death, eat our flesh, and sew our skins into their clothing. And if we're very, very lucky, they'll do it in that order."
It's the entire crew's reaction that really sells the Reavers as a threat: everyone, regardless of their usual level of humor and boisterousness, instantly goes serious, still, and dead silent. That absolute and genuine terror makes this usually impossible-to-scare viewer shiver every time.
In particular, the Leitmotif that plays whenever the Reaver ship appears. There's just something about it that can get your hair to stand on end.
"Two by two... hands of blue...". They show up in the episode "Ariel" and assassinate the federal agents in the most terrifying way possible: their teeny tiny sonic wand that makes you bleed from the eyes, ears, nose, mouth, and FINGERNAILS as it kills you.
The Reavers' origin: humans, only just more ....everything. And the fact that they're psycho cannibals who are so terrible that people often kill themselves or beg for death rather than be captured by them.
The Academy themselves.
"You're worried we'll run out of air, that we'll die gasping. But we won't. ....We'll freeze to death first." Oh, River.
Jubal Early threatening Kaylee with rape to terrify her into submission.
Early: [looks at engine] That's a beating heart isn't it? Pull off any one of a thousand parts she'll just die. Such a slender thread... You ever been raped? Kaylee: [almost in tears] Th-the captain is right down the hall-hallway- He... c-can... hear you— Early: The captain is locked in his quarters. They all are. There's nobody can help you... Say it. Kaylee: [breathlessly, a tear starting down her right cheek] There's... there's nobody can help me.
Not to underplay the nastiness of a rape threat, but he manages to apply an even bigger Break Them by Talking with Simon. He recognizes that Simon will gladly die before he'll risk River's safety, so he points out that if Simon crosses him, he'll kill him, then rape Kaylee, then abduct River anyway. The actor who played Jubal managed to make all these threats much more terrifying by underplaying them. There's no passion in these threats. He's just explaining the penalties for disobedience.
Once you see, in Objects in Space, the way Book's mind works, you can't help but feel your skin crawl. Everyone else sees him as this kindly preacher man, but what does River get to see? Just how twisted could Book really be? Joss said that Book was supposed to have a checkered past, and Jubal says "that ain't no preacher". You can't help but feel terrified of how trapped River must feel, not able to communicate how scared she could be of a nice person. Puts the whole hair/bible scene a few episodes before into a slightly new light.
River in "War Stories", especially once you remove the Fourth Wall Myopia and see it how Kaylee does. River, who we have never seen hold a gun before, who was playing happily with Kaylee just a few scenes ago, suddenly knows how to shoot people dead without looking. And she's grinning afterwards. Add to that the episode before she rather nonchalantly cut someone with a knife, and suddenly you have a mentally unstable person on board who's had god knows what done to their brains, and if that person goes off you are dead.
How Simon describes what is wrong with River: "She feels everything; she can't not."
The ending to Serenity, where River is standing over a pile of slaughtered Reavers, blood dripping off her weapons, eyes wide and perfectly projecting how deadly she is at that moment, and then very calmly, slowly turning toward the Alliance soldiers, ready to slaughter them, too, without a hint of emotion. Right then, you know what they meant when they called River a "living weapon."
Let's face it: when River isn't defining The Woobie, she is terrifying.
The fate of the majority of citizens on Miranda. The entire planet was used as a test environment for the government's experimental chemical Pax, intended to make people happy and peaceful. Most of the citizens became so apathetic that they just lay down and let themselves die. Those who didn't starve to death were torn apart by the tiny fraction of the population that turned into Reavers after exposure to the chemical.
Even before you know the story, there is something so terrifying about Miranda. Just the white, sterile planet, covered with the decaying bodies of people who lay down and died right where they were.
As Serenity floats through the Reaver fleet, the terrified screams of Reaver captives over the communications. Along with, of course, the fate of Miranda.
The scene on Miranda where they watch the hologram ending in the scientist begins committing suicide before being overpowered by the Reavers...
Jayne, watching the recording, grimaces and blurts out "Turn it off!" Jayne couldn't stand it.
The entire Academy scene at the beginning, too. During the series itself, you only got a few hints as to what they were doing to River, but then you actually get to see what they put her through. "Disturbing" is an understatement.
More Miranda goodness: River crying, screaming and pleading as the millions of dead invade her mind saying "nothing".
When Mal orders everybody to take the dead bodies of their very close friends of Haven and strip them to blood and bone to attach to their ship so they could disguise as Reavers.
Just when you thought it was safe to land... WHAM! Harpoon through the sternum. Way to kill off the funny guy.
"You cut it out! You CUT IT OUT, YOU CUT IT OUT YOUCUTITOUT-"
And the fact River murders her interviewer BY SHOVING A PEN THROUGH HIS THROAT. And worse, the fact we don't know if she was really acting on an order she had been given, or she had dreamed it up in her psychosis because she was just that fucking crazy.
Or, she could have been striking back at her tormentors the only way she could.
Worse yet, it could have been one of her daydreaming fantasies and she did not see the pen as a pen or the interviewer as a person.