The crypts at the castle. Filled with the bodies of everyone the NWA has killed, including such innocents as underage drinkers and Romani children. There appear to be far more bodies than there are people living in the village. Especially the decomposed family in the caravan.
The concept of the town in general, where everything is run by a shady organization more than willing to kill for absurd, petty reasons.
Skinner rushing at a defenseless Angel, boxcutter in hand, with pure, blind rage in his eyes. Let's face it: it was pure luck that saved Angel's life, there.
As noted in the commentary track, when Jim Broadbent suddenly reveals himself as evil, it is chilling.
No, Nicholas. I'm afraid it's you who's going to have to come with us.