In the FMV intro, a mortally-wounded soldier is eaten alive by sewer rats.
The Hive might be pretty awful for people that aren't too excited about hospitals. Especially considering that a nigh-invincible Leech Man chases you, and your partners turn into Leech Men when they die.
The cutscene on Main Street in Outbreak. The sheer scale of the outbreak hits home right then, and it's an Oh, Crap moment both in-game and out.
"Wild Things", which takes place in a zoo full of zombified animals, such as lions, hyenas, and crocodiles. But the most terrifying is easily Oscar the elephant, or as he's now known, "Titan". As if ordinary rampaging elephants weren't scary enough, Titan is a rampaging elephant with decaying skin, jagged, bladelike tusks, and his entrails hanging out of his side.
The opening cutscene for the level. Ever wonder what happens when a zoo full of cute animals gets caught in a zombie outbreak? Animal lovers, mash the button to skip the cutscene or look away, or you will be in for this combined with a Tear Jerker.
The artwork for Nyx makes it obvious the dev team was just outright going for the Eldritch Abomination look. Boy, did they pull it off. A monstrous jelly being with a single core, capable of absorbing you and any corpses around. Including a Tyrant. The kicker? Some of the guys are still alive, including the Tyant, as Nyx tries to devour and absorb them.
In Outbreak 2, an Abandoned Hospital in the middle of an empty woods, with zombies infested by plants that pop out from underneath your feet. And then, of course, there's the mutated, axe-wielding serial killer stalking you through the place intent on chopping up your corpse and feeding it to the monster plant in the basement that he believes is the reincarnation of his dead wife.
The Hive. The creepy abandoned hospital setting and the fact that the Leech Man would pop out of the air ducts. Constantly. And he was invincible. You spent half the time going through that level praying that you'd manage to get what you needed before he showed up in the room you were in... or that he didn't block the door. He also showed up more often when you were wounded and could attack you from 20 feet away. And if your partners go down he or she becomes a new Leech Man.