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Nightmare Fuel: Iron Man 3
Tony: You experience things, and then they're over. I can't sleep, and when I do I have nightmares.
In the Malibu catastrophe, we see Tony, in full armor, being dragged to the depths with a support cable wrapped around his throat. Imagine it: you're trapped undersea in the remnants of your home. You aren't sure where your girlfriend is or if she even survived. Your armor (and life support) are running on a power source that, if it wasn't damaged in the attack, is not infinite. If that source fails, your armor's systems are shot and you're left to wonder what'll kill you first - the shrapnel now coursing its way to your heart or the rapidly approaching asphyxia. This is all, of course, assuming the suit hasn't been breached, leaving you to drown in your own custom-made metal coffin, or crushed by the still falling wreckage of your home. Even if he survives all that, take into consideration that the depths of the ocean bear a remarkable resemblance to the cold, black expanse that is outer space, Tony is now reliving his near-death experience from The Avengers.
Pepper and Tony are woken up by the self-moving armor.
President Ellis' situation. Live on TV across the country, the Mandarin asked Ellis to pick up a call from the Mandarin on his cell phone within half a minute, otherwise he'd shoot a captive. The President overrides his advisors and picks it up, where a phone can be heard ringing for a good ten seconds. The Mandarin shoots the captive anyway, live. Lucky us movie-watchers get a nice discretion shot, but the rest of TV-watching America and the stunned President cop a faceful.
Luckily, the credits show that the shooting was faked.
Carbon shadows are all that are left of the victims of the bombings. This is also what happened to individuals who were in the immediate vicinity of the Hiroshima and Nagasaki bombings.
The Extremis soldiers are all horrifying with their volcanic veins and ruthlessness. In particular are Brandt (who has animalistic movements at times in her fight with Tony) and Savin (who can survive explosions and is willing to put a kid in harm's way if it means he accomplishes his task).
Extremis is addictive and its users are advised to "keep it in control". They're lost people with broken bodies who went from feeling betrayed, ignored and rejected to superhuman on the grace of their new boss (an experience he shared with them, but to an even greater degree). He's their only chance of keeping what they've regained. Of course they'd follow him to hell and back. Killian is, in the simplest terms, a drug dealer targeting the vulnerable to hand out superpowers that come with an explosive killswitch.
Killian and Savin try to cook Rhodey out of the Iron Patriot armor.
Killian after he survives a point blank explosion within one of the Iron Man suits. He's been using his power full throttle through the fight with Tony and this attack reduces his skin to burning right off his body. It's a wonder he's moving by that point.
The scream Tony lets out before crashing into the Tennessee wilderness. It's not one of the comical "This didn't go well" screams from previous ones. This is a "Shit, I'm going to crash and die" scream.
After the Chinese Theatre bombing, Tony is going over what happened and decides to check geothermal anomalies, for some kind of clue. About 50 heat spikes are recorded, and JARVIS eliminates everywhere that the Mandarin has attacked. Only 5 heat spikes are left. The implications are horrific.
Most of what happens to Pepper in the climax: kidnapped by Killian, injected with Extremis (which may or may not blow her up, and leaves her in horrible pain in the meantime), thrown through the air from an explosion, and then left gasping and terrified on a piece of debris, with nothing between her and a huge drop into a fiery inferno. Then she falls into said inferno. Thankfully, she survived.