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?!?"
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 was changed during the glitch, but it is clear that something has just gone horribly wrong. Namely, that the windows have been filled in with bricks 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.