When Bane blows up all the bridges. There's a nice number of aerial shots in which you basically see explosions ripping through Manhattan, buildings and streets collapsing, even some of the real bridges.
Especially as it reflects several real-life terrorist attacks, and not just 9/11, given that they have an aerial shot showing Manhattan with two new suspension bridges spanning the Hudson River near Battery Park and a cantilever bridge around 14th Street.
Bane's brief commentary on the national anthem's singer moments before setting off the explosives:
Remember the blood transfusion scene? Gosh, can you imagine being Dr. Pavel: having a needle jabbed into your arm and your blood given to a dead body when you're on a capsized and out-of-control plane? If you're Afraid of Blood that scene doubles as major Nausea Fuel.
The idea of a freaking city becoming a military state, controlled by a madman and left virtually lawless. If they don't like you, you're screwed. If you can't hole up with some trustworthy people, you're screwed. We're only given a brief montage of lootings and Selina going through a minor My God, What Have I Done? when she sees a family's home after it's been ransacked, but keep in mind that this kept going for three months.
For added Fridge Horror? That family has been seen previously. That was Wayne Manor getting ransacked.
Which then feeds into why Selina had her Heel-Face Turn: She'd just recently found out that Batman, who she saw as a kindred spirit, was Bruce Wayne. Though this was when she was watching Bane and Batman's first fight, when Bane says, "Let's not stand on ceremony here.... Mr. Wayne."
The law court of 'the people's Gotham' headed by the corrupt Scarecrow with enemies of the new state being given two options; exile or death? Doesn't make any difference.
The sentence of "exile": being forced at gunpoint to walk onto the thin ice of the East River until you inevitably fall through either to drown or freeze to death.
The excellent Un Reveal of Bane's face. Nolan wisely left it up to the audience to determine what would screw his face up so badly to cause that much pain and require such a complex apparatus of a mask.
Judging the scars on his spine visible when Bane's back is shown to us as the two sewer thugs deliver Gordon to him, it was most likely a badly botched spinal surgery that causes his constant pain, not any facial injury.
But, by the bloodied bandages around his face as seen after Talia's ascent, he was probably curb-stomped by the other prisoners. This also partially explains his accent; it's really a lisp. Bane might even be missing parts of his mouth and nose. The mask sort of looks like it doesn't have room for Tom Hardy's nose to fit inside.
Tom Hardy said that the mask was incredibly uncomfortable, squeezing his face in on itself.
Most of us cannot imagine what literal living nightmare it would be like to be born in prison, cut off from all the niceties of regular life and social interaction that we take for granted, forced to pay for the crimes of our parents. And not even a comparatively civilized prison, but a literal Hellhole Prison designed to be a legend of inescapable despair.
Or for that matter to be a pregnant woman/young single mother in said prison.
Now imagine going through all that as a girl, especially when your mother was gang raped and murdered. No wonder Talia both needed a Bane-level protector and risked her life to get out.
On that note, the scene where Talia's mother gets killed is pretty damn horrifying when you realize that she was gang raped and seeing all those men running towards her. Especially since as Bane protects Talia, you can see in the background EVERY prisoner rushing in her direction.
So you're the average Gotham citizen, taking your spouse and kids out to spend a wholesome, Sunday afternoon watching the Rogues play the Rapid City Monuments, and cheering on your home team. The National Anthem finishes and the game begins. Just a few seconds into that first quarter, bombs go off in the stands, the playing field detonates and caves in (taking all but one player of both teams with it), heavily armed men with rifles and submachine guns storm the bleachers, Bane marches onto the remains of the field, and announces how he's holding you and the rest of the city hostage with a nuke, and casually snaps the neck of the only guy who can disarm it. Then you get to scratch out a meager survival for 5 months in a city torn apart by the mercenary army of a brutal warlord, chaos, rioting, fear, lynch mobs, lack of infrastructurRe, panic, no public services, etc. Considering they had the wealthy killed and as Selina noted, they had families. So either they killed children too or they are really going to need that orphanage.
Those fans on the Rapid City Monuments side. They likely traveled to Gotham just to watch a road game away from home and after Bane comes out, the entire island is put on lockdown. They're in a place that they don't even know that well, separated from their family or friends for several months.
Imagine what the families of those away fans went through during those long five months, not knowing if their loved ones were still alive or not, terrified that they might wake up one morning to find out that they'd been vaporized by a nuclear blast. 9/11 families taken Up to Eleven.
Also, Bane broke out all the prisoners at Blackgate, which couldn't have helped them.
Batman's first fight against Bane, even if you knew what was coming, is incredibly brutal to watch. Absolutely everything that Batman throws at him, from punches to gadgets, he brushes off as if it's nothing, taunting him on the futility of his efforts for the entire fight. Then he starts fighting back and utterly dominates him without breaking a sweat, and as Batman gets tired and weak, Bane keeps on coming at him leaving him no escape or way out and eventually cracking his mask. It ends with a reenactment of one of the most famous scenes in comic book history, with Bane lifting Batman over his head and bringing him down on his knee, breaking his back. It's done so quickly it's almost a blink-and-you'll-miss-it moment, but it's chill-inducing.
What made it worse was that it looked like Bane was starting to feel those punches, hunching over after a few especially strong blows, before Batman ran out of steam.
Which could explain why Bane turned up the hurt near the end: He could feel Batman starting to do some damage, despite being well past his prime, and had to end the fight quickly lest he lose control.
The look of absolute horror on Batman's face near the end doesn't help either.
Batman himself gets a spooky moment when one of Bane's goons fires an automatic rifle as he rushes him in a tunnel. The flashes as each bullet is rapidly released make a strobe effect, and after each flash Batman is closer and closer, until he's leering right at the camera.
The scene where the doctor in the prison has to put Bruce's lumbar vertebra back into place - by stringing him up by his waist and punching him in the spine. Bruce's screams and the horrible crunching noise tell it all, since there was no other way to fist him up.
The end of the second fight between Bane and Batman. Bane just had his mask damaged and is now helpless against Batman who keeps torturing him demanding the location of the detonation trigger. The look in Bane's eyes during the interrogation, while he quietly whispers in shock "I broke you." just shows how terrified and disillusioned he was that the man he crippled is now a monster towering over him.
The Stock Exchange heist.
When Bane enters through the metal detector, a female guard stops him and orders him to remove his helmet so that the surveillance camera can see his face. Bane complies, and immediately smacks the helmet across her head. He then punches a second guard a few times, knocking him out. A third guard tries to draw his pistol, but Bane grabs his gun hand, forces it to shoot a fourth guard trying to come through the metal detector, pistol-punches guard 3, and strikes him across the head with his helmet. What makes it frightening is that he does all of this in under six seconds, and you can hear a pretty audible crunch as the third guard's skull is fractured.
The start of the attack. By posing as ordinary employees who wouldn't draw attention, the henchmen are able to catch everyone by complete surprise. Less than three seconds occur between the food delivery guy being one and suddenly pulling out a pistol to shoot a trader.
If you want an idea of how terrifying Bane's mask is when he is first seen by members of the Gotham public, look at the wide-eyed reactions on hostages' faces as he walks into the trading floor. Also, notice the number of hostages who flinch when Bane hits a trader's head against the table.
The cops outside, including Foley, Blake, a SWAT team, and many uniformed officers. The moment Bane tells his henchmen they're moving out, the janitor henchman shouts, "Everybody up!" and fires his submachine gun into the air. Now imagine you're Foley or one of the other cops outside the exchange when they react to the gunfire: you would be probably be unable to wonder if Bane and his men had started shooting the hostages.
At the Kangaroo Court, during Stryver's "trial", Dr. Crane says, "Bane has no authority here. This is merely a sentencing hearing." It's chilling to learn that there is a place in terrorist-controlled Gotham where even Bane doesn't have any authority.
There is nothing quite like Bane's voice. It just sounds... wrong, like it's Sean Connery chewing bubblegum. Just the unfamilarity of it can make one feel less in control when he delivers one of his many threats or ultimatiums...
The shot of all the cops in the underground lair, with food being lowered to them. Notice how scared they look. And the dies of nearly every cop in Gotham stuck underground is just sheer horror, especially considering it gives the terrorists even more authority to just burst in and kill, rape or rob whoever they want.