Nightmare Fuel / Russian Doll

• Nadia goes to sleep outside with Horse, and suddenly finds herself back in the bathroom, realizing she (and presumably also Horse) died of exposure.
  "I froze to death. Jesus fucking Christ, that's dark!"
• Various aspects of how Nadia and Alan's reality deteriorates as the timeloops continue are either unsettling or downright horrifying.
  • Fruit beginning to rot (even if the inside of the fruit is still fresh) and things starting to vanish, including Alan's ring and his fish. Soon, however, more stuff starts to vanish, like the mirrors in Alan's and Nadia's bathrooms. And then people start to vanish.
  • The non-timelooping characters do not react realistically in any way to the world changing or Nadia and Alan's increasingly distressed behaviour, mostly continuing to act in ways similar to how they acted in the first loop and flat out blanking any suggestion that reality has in some way been altered. This raises lots of Fridge Horror questions about how 'real' they ever were in the first place. In one of the final loops, Nadia finds that everyone except Maxine has vanished from her party. And Maxine (who, earlier, had been cooking a chicken behind a counter) is dreamily dancing by herself. When asked where the party is, Maxine replies, "I am the party!" When Nadia wants her to come with her to the deli, because she doesn't want to leave her alone, Maxine just gives her a look of utter despair and says, "I can't," like she knows she isn't real and cannot escape her pre-defined role in the loop.
• Alan and Nadia have decided to fix their timelines, first by doing what they should have done before: Alan goes to talk to his girlfriend and Nadia goes to give a book to her ex-boyfriend's daughter Lucy, both of them overcoming their fears. But after she gives Lucy the book, Nadia starts coughing up blood. More and more blood. And then Lucy says, "She's still inside you." And then Nadia pulls out a shard of glass from her mouth and collapses. All the other restaurant patrons have stopped what they were doing and are staring in silence at Nadia. As she looks up, she sees that Lucy has turned into a young version of Nadia, who says, "This is the day we finally escape." It is super fucking creepy.
• Nadia is accidentally shot by Ruth and dies in her arms. When the loop resets, she brings up the possibility to Alan that the timelines keep going after they die. It's clear from her reaction that this is existentially horrifying to her.
  "Fifteen times, Ruth has grieved for me. In fifteen universes, she’s alone."
• Season 2 has the Time Crash when Nadia brings her newborn self to the future, with things getting both weirder and more disturbing.