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Nightmare Fuel: The Borgias
The scene in "The Moor" where the Prince of Naples shows della Rovere what his father had done to some enemies who'd plotted against him: fed them a poisoned buffet, then locked them into an airtight room, set up to look like the Last Supper. They're still there after decades.
Cesare killing Giovanni Sforza may be extremely well-deserved, but it's still pretty horrible, especially where his head gets forced slowly forward onto the point of his knife.
Della Rovere's assassin poisoning Rodrigo at the end of season 2 has a shot him trying to maintain his usual Dissonant Serenity despite going into convulsions while Tears of Blood pour from his red eyes.
The new King of Naples death by pool of lampreys in Season 3. Granted, the guy was an asshole, but still, not a nice way to go.
When one of his collection of second sons betrays him Cesare throws him in a sulphur pile and sets him on fire.