Nightmare Fuel / The Olympians

• Athena's transformation of Arachne. We don't see the transformation itself, but the events leading up to it are horrifying—Athena tears up Arachne's tapestry, the Fates ominously narrate that Arachne realized too late that she'd made a mistake and Athena, with murder in her eyes, declares this:
  Athena: You...Your work is flawless...but you... you are so small...
• Speaking of mortals getting transformed, the transformation and death of Actaeon is even more horrifying here than it usually is, with his mounting terror at the realization of what's happening to him and a downright demonic looking Artemis declaring the following as his dogs surround him in his stag form...
  Artemis: You lowly creature...You dared spy with hungry eyes upon the form of a goddess pure? Like a cut of meat?! See now how your dogs look upon you? RUN!!!
  • The narration surrounding Actaeon's flight through the forest until his dogs finally catch and devour him isn't much better:
  "The hunter ran, now the hunted. His eyes, so recently filled with the form of a goddess, now filled only with blind terror. And the eyes of his hounds were hungrier still."
• The little "tour" of the Underworld in the prologue of Hades: Lord of the Dead. The fact that many people who can't afford to pay Charon the travel expense (including Medusa, depicted in a cloak, terrorizing the other spirits, and Heracles' mortal half, who looks wistfully to Mount Olympus) are trapped to languish on the banks of the River Styx forever, the punishments for Ixion, Tityos, Sisyphus and the Danaides in Tartarus, the Titans screaming in their prisons, etc. Fortunately, Persephone's renovations make the place a lot more pleasant.
• Some of the fates Hera inflicts upon Zeus' lovers and children—putting Io in captivity while she's stuck as a cow, trapping Leto in a storm and siccing a dragon on her while she's pregnant with Artemis and Apollo, turning Callisto into a bear, driving Dionysos completely insane, etc.
• Typhon and Echidna. They're always this trope to some degree, but this portrayal really takes the cake, with the Lovecraftian, multiheaded Typhon and deceptively beautiful Echidna. Echidna in particular has her deceptive "boa" wrapped around her neck...which, as it turns out, is actually her neck, coiled around her shoulders. She can extend it and unhinge her jaw, just like an actual snake.
• Ares' entire introduction in Ares: Bringer of War. When a group of soldiers break ranks, Ares bursts in on a massive two-page spread; he's in a chariot covered all over with blades, including on the wheels (which of course are running over several soldiers), and driven by Eris, the goddess of discord and strife, who is clearly cackling with glee as she and her surrogate brother slaughter the soldiers en masse; joining the two are Deimos and Phobos, Ares' sons and personifications of fear and terror, depicted here as terrifying ghostlike creatures that float around attacking soldiers; Ares proceeds to slaughter as many soldiers as he can, including skewering a bunch of them with one of his spears, until eventually he stands upon a mountain of corpses, his fists dripping with blood.