This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Mega Man Recut
Roll defeating the cosmetic robot by cutting her in half and vacuuming her face off. Unlike the show, this isn't glossed over, and Roll has no idea she crossed a line.
Ice Man nearly choking Wily to death in "Ice Age".
The shrunken cities being placed in glass jars. No one inside them can tell something's wrong, and they could stay in that state forever.
The description of Cold Steel's mind control music.
The panic Mega feels when in Snake Man's body.
The description of the chronitrons in "Future Shock", and Wily's dystopian future.
Oil Man's design, and his effectiveness in battle.
Protoman being told to fire the Lunar Laser on New York if Wily's demands aren't met.
"The Great One" described by the Vannu'bi architecture in "The Strange Island Of Dr Wily". It came down from space, spoke to them with "words without words", and seemingly destroyed their civilization after promising to teach them how to make fire rain from the skies. "The Mega Man In The Moon" implies that it may still be around and is somehow linked to Duo, Ra Thor, and the Steel Crescent Syndicate.
Ballade and Burner Man torturing a woman with the Mad Grinder.
The scope of the Syndicate's reach, going as far as top senators.
In "Campus Commandos," Dr. Light shoots Proto Man. The other Robot Masters worry that he's dead.