- The nightmare/hallucination sequences which include such gems as: the terrified, pleading and weeping voice of Max's late wife Michelle; the baby crying (and screaming at one point if you fall during the second sequence); creepy music box music; the door from the bathroom being boarded up violently; and lots of creepy imagery, including a cradle on a red floor surrounded by candles like a demonic altar.
- The scream is actually from a parody of Twin Peaks that is briefly seen in the game, but it's horrifying nonetheless.
- In that vein, the extremely surreal and abstract sequence of the second nightmare, where you wake up in Punchinellos burning office, and find yourself confronted with a ringing phone and a paper on the desk. When you answer the phone the first time, its simply gibberish on the other end, but the second time, a voice is begging Max to wake up and remember where he is, while Max still only hears gibberish, as the phone turns into a gun... And the document on the desk respectively tells Max that he's in a video game and a graphic novel. It might seem silly, but in the context, its terrifying. Subconsciously, Max KNOWS he's a simple puppet, and all his suffering is merely to set a backstory for the players.
- The halllways twist and the walls change. THE WALLS CHANGE! It's... wrong.
- The blood trail sequences are "limbo in a video game."
- The hallucination level where Max has to follow the trail of his own child's blood to the room where said baby was brutally murdered. What makes the first hallucination sequence even worse for this troper is the fact that they occasionally cut to Max tied to a chair in a Mafia hideout, and allusions to baseball bats are made. A few levels earlier, we were shown the handiwork of a mob executioner who favored baseball bats...
- During the first dream sequence, when you reach the corpse of the baby, her arm is still moving.
- On top of Ragna Rock and Lupino both being super-creepy, the boss fight itself is a nightmare. Unlike the rest of the games bosses, the Finito Brothers, Rico Muerte, the Trio or the Russian gun runner, Lupino doesnt have a realistic level of health. The reason? He's hopped up to his eyeballs with Valyrie, and cant even feel pain anymore. Even after the boss fight, Max empties his gun into Lupinos corpse during the cutscene, just to make sure he wont get back up again. This makes a lot of sense once you find out that Valkyrie is really a goverment Super Soldier Serum prototype that was never finished. The run-of-the-mill addicts you've fought so far in the game just havent had access to enough of the stuff to get the effect Lupino got.
Lupino: Death is coming, and hell follows with her... This is the Twilight Winter! I am ready to be her son! Her time is now and ALL WHO STAND IN HER WAY MUST DIIIIEE!!
- The final reveal of the game, that the events of the story were just a side effect of the power games of a government conspiracy and its various infighting. All the horrible things that happened weren't even for any real purpose.
- If you shoot the V junkies their screams will sometimes transition into the sound of a baby crying. The fact that it's the sole bit of Mind Screw in a game that's largely straightforward outside of the dream sequences just makes it all the freakier.
- The loading screen for the Prologue of 'A Bit Closer to Heaven'. It sticks around in the quit screen as well.
- What about Vinnie Gognitti's death scene? Being forced to watch him, in another nightmare, no less, being put through a trivia quiz on his favorite TV series with his life hanging in the balance, by the guy you considered to be your ally through most of the game? And the just stand there helplessly, as he gets his head blown off, while he begs for his life? Classic.
- Marcello's death.
- At the climax of the Panama mission, Max discovers the corpses of the ship's passengers heaped on the roof of the museum, surrounded by a massive pool of blood. It becomes even worse when you think of what they must have gone through before they died. They were most likely marched up to the roof, pleading for their lives before being gunned down by the pirates. It gets worse when you realize that it was all because Marcello and Passos hid the blood money from Victor's organ harvesting ring within the ship, most likely without the boat's owner even knowing about it.
- The Imperial Palace hotel, all of it. Not at all helped by the musical backing, which is made up of a series of heartbeat-like theremin sounds being occasionally punctuated by other dissonant sounds.
- Victor Branco's operation involves rounding up the poor and impovershed and harvesting their organs.
- As frightening as that is, it's how Max reacts to the discovery of it that is most telling. This is a man who has seen his wife and his baby girl dead, seen most of his friends die in front of his eyes and came face-to-face with the screwed up truth behind Valkyr, and faced it all with a pained but stoic attitude with his anger mostly bottled up inside. Here, he's so horrified it takes him a while to comprehend just what he is seeing when he stumbles across it; after he's had time to process what he has seen, he comes quickly to the conclusion of blowing the whole place to hell, and when he confronts the villain who had been overseeing the organ harvesting, rather than going into his trademark Tranquil Fury mode, he speaks and acts in a palpable state of unbridled hot rage for perhaps the first time in the series.