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Nightmare Fuel: Magic Knight Rayearth
Zagato and his minions are perfectly willing to kill three young girls to accomplish their goals.
The monster of episode 8. It's Hikari, the cute fox Hikaru befriended. It reveals itself by bursting out of its skin, and its mouth is suddenly full of razor-sharp teeth.
The monster of episode 14 appears as a super fast column of light and abducts Umi, Fuu, and Mokona. After running through a field of thorns, Hikaru realizes it can smell blood, like a shark, so she cuts herself to make it appear.
Cephiro slowly decaying as the series goes on. At first the world is always in daylight and has beautiful scenery, but as time progresses earthquakes are more frequent, storms spring up, and it turns into Always Night.
The part in the anime where Nova disrupts the mystical process that Sierra is using to repair Hikaru's broken weapons and follows it via basically mind raping the half-conscious Hikaru for what feels like hours. (At least two episodes, in "real time" Oh, and revealing that she is her Enemy Without.
The concept of the Pillar of Cephiro, once you think of it and then see the series. When you decide to ste up and become Pillar, you are basically signing a deal where you will make a world prosperous and beautiful — but only if you completely renounce to anything for yourself. It doesn't sound that bad, at least until you realize that if you slip up a little, if you have the tiniest desire for something only yours, the world you've worked so hard to mantain and make flourish will collapse. And the only way to get that undone is summoning people from another world — so they can kill you. Wow, it's next to no wonder that Esmeraude was perpetually crying — she went through all of it.