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Nightmare Fuel: High Plains Drifter
The death of Marshal Jim Duncan. Something about him being whipped to death by three criminals, in front of Townspeople that do nothing, is just unnerving enough. However he literally curses them before death.
Marshal Jim Duncan: DAMN YOU TO HELL!!
The climax of the film: when The Stranger singles out the Big Bad he whispers "Help me" to get his attention— in the exact voice of the dead marshal.