In the Animatrix short The Second Renaissance, an android woman is beaten to death by a crowd of men. They tear off her clothes and beat the fake human skin off of her while her screams turn into a mechanical bleating.
In the same short, the depiction of the forced extraction of a certain trooper from his powered armor. To give you some idea, he's torn from the armor by a machine tentacle wrapped around his waist. His arms and legs, however, remain locked in the armor. And he's screaming in pain and terror the whole time.
The scene in which a robot grabs a man's face and TEARS HIS SKULL IN HALF TO REVEAL HIS BRAIN. The brain then turns into some sort of diagram for the next scene.
The interrogation scene (pictured) when Agent Smith makes Neo's mouth melt itself shut, causing him to panic understandably to where they shoot in the tracking bug.
Agent Smith: Tell me...what good is a phone call when you are unable to speak?
Neo himself thought it was a nightmare. When Trinity sucks out the "bug," his reaction is "Jesus Christ, that thing's real?!?"
Agents in general are terrifying. Implacable, inhumanly powerful, and capable of possessing and overriding anyone still plugged into the Matrix. This last bit, we get to see several times throughout the franchise, watching various people in various outfits morph gruesomely into a man in a nondescript suit and sunglasses, regardless of whether or not they were a man before, or for that matter wearing sunglasses. And in the rare instance when someone manages to kill an Agent, they release control just before the body dies, leaving the human they were behind. Most of the time it's a cop or security guard, but on at least one occasion we see a lady who just got back from grocery shopping get taken over, right before that Agent gets taken over by Agent Smith.
Speaking of Agent possession, during the scene when the Agents are chasing down Neo, there's a little Asian girl who watches what was probably her mom...suddenly turn into some guy in a suit and sunglasses. The people that Agents assimilate are somebody's loved ones and they could possibly get killed in brutal ways by a Zion operative.
What about that part just before Neo fully wakes up? Yes, it's obvious they're pulling him out when he took the red pill and they've put him in a chair to get ready for it, but then comes that incredibly freaky part where Morpheus points at a mirror that just repaired itself, and when Neo reaches out to touch it...it turns gooey and starts to assimilate his entire body. And THEN, he starts screaming like all hell and you can hear it like the sound is glitching out; AND the camera goes down his totally engulfed throat. Metaphor or otherwise, who else was scared out of the room by that scene alone?
The dèjá vu scene in the first movie. The moment Neo points out what he just saw, the entire group freezes in their tracks. It's not clear (at first) what changed during the glitch, but it's definitely clear that something has just Gone Horribly Wrong. Namely, that the windows and doors have been blocked by brick walls and Agents are on their way.
The way Smith reveals that he assimilated Sati: "Cookies need love like everything else."
"There are levels of survival we are prepared to accept." Zion has always been in danger, but this is the first time it becomes clear that the entire human race has no secure stake in this world, and its continued existence has hung on the mercy of the Machines.
The Sentinels. They're giant mechanical monsters whose only purpose is to hunt and kill humans. They can't be reasoned with, their attacks can't be stopped, and they are very hard to destroy. It's even worse in Reloaded when we see thousands of them drilling to Zion - they look like huge bugs crawling around a gigantic hive.