The scene in which Jay discovers the librarian's porn collection is a masterful usage of Take Our Word for It. We have no idea what was on it, but to provoke such an extreme reaction from such a seemingly normal person, it must have been pretty awful.
When Jay murders the librarian with a hammer. It is incredibly graphic and unstylized.
The scene in the tunnels, with Jay and Gal being pursued by deranged members of the cult.
The ending, especially when Shel smiles at Jay, just like all the other victims, immediately after he's fatally stabbed her.