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Nightmare Fuel: The Borgias
In the episode "The Moor", the viewers are given the delightful image of a room full of rotting corpses, set up like the Last Supper. They've been there for decades, since being fed a poisoned buffet. So, in addition to being horribly antisemitic, the Lord of Naples (the perpetrator) was downright terrifying.
The scene in 1.03 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. 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.