This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / The Following
At the end of the pilot, it's revealed that people who have been trusted friends of Sarah and Claire for years have simply been biding their time to act on Carroll's plan.
The end of episode three, where Claire finds out that Carroll's followers are beginning to train her son Joey to be a serial killer like his father.
The constant Eye Screams aren't going to help anyone sleep at night, that's for sure.
The look on Hardy's face at the very end of episode five.
One of the scariest things about Carroll's followers is how relatively normal they seem. If you were to see Emma or Jacob, or even Jordy, walking down the street, you'd think nothing of it. They would just come across as a little quirky or odd, not psychotic. Even in the interactions we see among the group in the flashbacks, they seem like any other eclectic group of friends, sitting together, talking, drinking, joking around. They genuinely care about each other (or at least they did once), and they genuninely feel as though they've found a place to belong. They're almost like an artists' collective: they are intelligent, sensitive people who are drawn together by a common love of art. Except their art of choice is planning and carrying out elaborate murders.
The end of "Let Me Go" is just eerie, both because it reveals the size of Joe Carroll's following—somewhere around twenty or thirty people come out of the house to meet him—and for the creepy music it plays over the scenee.
Mike Westen's kidnapping and interrogation/torture by Roderick and crew. Doubles as a Crowning Moment of Awesome for Mike, in that he makes it clear — and then proves — he would rather die than give them what they want.
Several moments, including a massacre and mayhem by members of the cult and Emma's false sense of hope to Jacob right before she kills him, but it is the closing moments to "The End is Near"... Debra Parker's panicked breathing as she is Buried Alive by a couple of Carroll's cultists while pleading to them. Hot Damn.
The extremely brutal and efficient way Hardy snaps Molly's neck. He's our Hero, but he can be damned terrifying.
Mike snapping and beating the utter shit out of Luke is just terrifying. He's going down a bad road...
The Korban welcome Joe, Emma, and Mandy to their ranks by mock-sacrificing Emma. Holy shit.
"Send them home with shouts of praise!" Chanted as several of Micah's followers die from ingesting poisoned wafers.
The almost-completely random way the Korban "death squad" picks their victims is terrifying. They take turns watching people on the street until they find somebody that strikes them for one reason or another, and then they swiftly and dispassionately stab them to death. In fact their murders are so random that they might have gotten away with it for a lot longer if one of them hadn't decided to make it personal.
Mandy tries to defect to Lily Gray's family, thinking that she'd be safer there. She thought wrong; Lily only takes her in to try and get her to reveal Joe's location, and when she refuses, Lily hands her over to Mark and Luke, who turn her into their newest "doll"...
The brutal way Agent Clark is killed. Paralyzed, joints removed, and folded into a box. and probably conscious the entire time.
Daisy and Kyle break into Max's apartment, hoping to kill her. Fortunately, she doesn't go in. But they put cameras everywhere. What the hell are they planning, exactly?
Mark threatening to torture Juliana with an iron. He starts hovering the iron near her head and then the show cuts to commercial break. When the show comes back on, she's dead, and she's got a horrific burn on her face.
The end of "A Simple Trade." Mike is kissing Max in her car in the middle of a quiet parking garage at night. When Mike slowly takes his head away, the camera shows Mark standing behind him with a grin on his face. Violent stabbing ensues.
In the same vein, the end of "Dead or Alive." Theo runs into a patrolling FBI vehicle and shoots the driver. When Ryan catches up, the car is gone and the driver is bleeding on the street, leading the viewer to believe that Theo has gotten away for the final episode. The driver then turns and looks, horrified, behind Ryan. Cut to Theo standing behind him. Ryan turns... and the credits roll.
Everything about Eliza's group. Thought Joe, Lily, Strauss, and Theo were bad? Eliza doesn't have a cult — she has an organization. Said organization is funded by rich higher-ups and staffed with militiamen more deadly than any cultists before. Within minutes of demonstrating their power, they are able to take Theo prisoner and make him their bitch. The worst part? Eliza isn't their real leader. They're so awe-inspiringly powerful that Ryan has to fake his death and become a vigilante just to keep his friends safe and give himself a slightly higher chance at hunting them.