The whole movie is disturbing. Especially during Teddy's first nightmare, when his wife turns around to reveal that she's missing a huge chunk of her back.
The guy who after trying to shoot himself but ending up bleeding to death for an hour with half his head blown off? Or the many piles of corpses that overflowed from the trains and froze together? Look carefully, and you can see one with a ribcage poking out.
The lake scene. It starts so placid, so peaceful and then in a flash the viewer is punched in a face with a gust of the most mind-freezing and dehumanizing insanity, as Teddy Andrew understands that his wife has just drowned their three children. And then she asks him to sit them at the table and play dolls with their bodies. All in the same placid and even cheerful tone.
The disorienting sounds that accompany Teddy's hallucinations. They're somewhere between giggling children and chittering insects.