Peacock. A Child Slave turned into a highly disturbed killing machine who kills with old timey cartoon antics. One of her victory poses has her taking a puff off her cigar and exhales the smoke from the corner of her eye. And speaking of those eyes, those dots on her face were her eyes, and she actually sees with the eyes on her arms.
That seems to be explained by the reality-warping modifications on her body. She loved cartoons so much, she became one.
Ms. Fortune. Her attacks are extremely graphic compared to the rest of the cast's, with blood and muscle fibers exposed whenever she detaches her limbs, and her backstory has her being dismembered by the Mob shortly after attempting to steal and subsequently eating their treasured Life Gem. It's unknown if she happened to feel any sort of pain during that ordeal and she retains the scars from her dismemberment.
Her fate in Cerebella's ending. She's graphically crushed in Vice Versa's massive hands until all that's left is the Life Gem that gave her immortality... and some fans think she's still alive after the process!
Painwheel. Like Peacock, she was kidnapped in order to be turned into the killing machine she is today. She's in perpetual torment, so she's mentally controlled by Brain Drain, a girl trapped in her own body. She's like a nightmare that you can never wake up from.
Valentine's Level 3 Blockbuster. She stuffs her opponent into a body bag and Izuna Drops her onto an operating table. The screen goes into a cinematic sequence with the victim looking up at her through dim operating lights. And then...
There's also the fact that she leaves the entire operating curtains splattered with her victim's blood. Just what the hell did Valentine do to her victim to spill that much blood in a blink of an eye?!
She also has one particular Story Mode portrait that's a bit creepy. The one where she clenches her mask between her teeth in a Slasher Smile.
In Cerebella's Story Mode she chases Ms. Fortune to The Grand Cathedral but is met by none other than Valentine saying something to the effect of: "Despite being mutilated so, the specimen still lives! Truly fascinating..." The implication being that Nadia got there first, was beaten by Valentine, and that she's been conducting horrifying experiments on her until you showed up. Poor girl can't catch a break in that Story Mode.
Considering Annie's implied to be pretty old and Alex Ahad said she's crossed paths with Double multiple times (likely while on her way to kill the various Skullgirls that have popped up through the ages) it's pretty likely she WAS immortal. And if she was, how many rejected Skullheart candidates has she consumed over the years...?
Squigly's story mode starts with Black Dahlia and some goons in costumes attacking her family. Then there's a Gory Discretion Shot where the only things heard are gunshots, breaing glass, and screams. Next, Black Dahlia is shown holding a gun to a crying Squigly's head. The picture zooms out and *BANG*.
To double that horror, it's implied that when Squigly first got Leviathan she had to help put down her skullgirl mother. On her mother's birthday. Yeesh.
From some of the potential characters from fan-vote
Umbrella is a cute girl in rain-gear... with a multi-eyed hungry shape shifting weapon that's bigger than her. People trust children with living weapons like that?
Annie's rabbit plushie is actually a remote parasite that has her eye in its mouth.
Most members of Lab 8 have really unsettling alterations made to them. Most notably, Ileum seems to be made entirely of intestines and can spit acid from her face that can melt flesh. The worst part? Apparently the injuries that she previously received in the Great War make this an improvement.
Venus Lovelace and her parasite Abaddon. She has the ability to distort into monstrous forms and unravel mouths and locusts anywhere in the battlefield. It is implied that her true form is vastly larger than she lets on to the point her victims are said to be engulfed by it already.
The first fan picked character Eliza: Gorgeous Buxom Cleopatra look-a-like, who is really a millennia old vampire/mummy who lives off the blood of others. If she runs out of blood her true desiccated form shows.
Peter Bartholow, Reverge Labs: After we submitted the first drafts of the stories, our producer at Autumn sent us an e-mail that basically said "...Is Alex feeling OK?" But, yes, these are all different ways that things go "wrong," despite having a number of overlaps with the "real" events.
The fate of a woman who is deemed impure by the Skullheart. There will be a slow and painful process that starts with her gaining pale skin and hair, along with red eyes that form skull-shaped irises. She will also gain a skull and bone motif, destructive power, and the Skull Heart in their exposed back. It is said that Marie's heart was strong enough for her to keep her will intact, meaning that those who lack that (like Parasoul's mother Queen Nancy) will attack everything in sight. According to Double, Umbrella's (Queen Nancy carried the Skull Heart and her when trying to wish for peace to end the Great War) bond with the Skull Heart will be even worse than it can be imagined. Considering that the power of the corrupted Queen caused the warring kingdoms to cooperate to stop her, this is saying something.
Even Marie has started showing signals of losing it in the course of the story. Just remember the massacre of Lab 8.