The close-up of Mia's face immediately after she overdoses. Plus Vincent's reaction when he returns- his fear is palpable.
Everything about The Gimp—in no small part due to the fact that we know nothing about him. What would he have done to Butch and Marsellus if Butch hadn't knocked him out early? How long has he been locked in Zed and Maynard's basement? What kind of person was he before they got to him? What kind of hell did they put him through to make him their human pet? Is he really a kinky masochist, or was he just one of the duo's previous victims? Face it: The Gimp is Fridge Horror incarnate.
The scene where Marvin gets shot in the face. So much blood...
There's also a blink-and-you'll-miss-it shot of Marvin dead in the trunk when the Wolf is putting Vincent and Jules' blood-soaked clothes in there. The car post-headshot was pretty bad, but the aftermath is no better.