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Nightmare Fuel: The Punisher
Spoilers below. You've been warned.
The End. It begins with Castle in Sing Sing after a horrific nuclear war. A year later Frank and another prisoner escape, heading to New York City through the irradiated wasteland. Past burning skies, assisted suicides and Terminator style mountains of skulls, we learn that the other prisoners were cannibalistic and the nukes were detonated in mid air to kill more people. As they reach New York, Frank collapses and wakes up in the care of the Coven, who were responsible for what happened. He escapes and kills everyone, knowingly condemning the human race to extinction. The comic ends with Castle burning from radiation and fire as he walks to Central Park to, in his mind, be with his family.
Also by Garth Ennis, The Punisher arc Up Is Down and Black Is White, has Frank driven off the deep end by a vicious mob boss. After a night of him going ballistic on the New York underworld, the next issue opens on Frank sitting silently on a Police car...surrounded by the corpses of civilians, hoods and cops. He starts to hear a ghostly voice calling to him...
Every. Single. Thing. About "The Slavers" arc. From what Viorca tells Frank about her baby to what the horrific things the titular slavers did to their prisoners to - most disturbing of all - the apathetic response to what happened, it is all horrifying and disturbing. This is not to mention the extreme lengths Frank Castle goes to in order to destroy the slavers in question. And, as far as the human-trafficking goes, it's all Truth in Television.
What I truly found haunting was the very last page of that arc. Even if it was only temporarily, Frank punished the wicked, and set things straight, plus Virioca is safe and alright... wait, no. Not even close, nope. All the horror and death inflicted by Frank on those who wronged here meant very little and did nothing to help her, she is still a deeply traumatized woman and probably will never be "alright". Reality slaps real hard.
Punisher POV towards the end, as we find out that the monster is a mutated baby.
MAX Bulleye's attempts to get inside Frank's head.
In one attempt to get into the mind of Frank, Bullseye kidnapped a woman along with her son and daughter after killing her husband and tried to reenact that fateful day in Central Park. It didn't work. So what does Bullseye do? He tried again with 3 more different families, all with the same results.
Frank Castle's own death during the Marvel Dark Reign also counts. Being sliced up by Daken is exactly as messy as it sounds.
The Valley Forge Massacre. The N.V.A. launched an assault on Firebase Valley Forge where Frank was the top dog. Due to bad weather and other problems they couldn't receive reinforcements. After the battle ended and the smoke cleared 700 men were dead, including 200 US troops. Frank was the only survivor; he was found still standing, surrounded by twenty enemy soldiers with their heads smashed in, holding a broken rifle and riddled with bullet holes. The story arc Valley Forge, Valley Forge has typed interludes that are excerpts from the book of the brother of one of the men who died, featuring interviews with those involved (the sister of his brother's friend, the man on the radio and one of the men who first arrived at the aftermath). All three of them combined paint a picture of the events surrounding the massacre and its effect on Frank Castle, and its a very scary picture. The massacre itself is detailed in the Born miniseries and reveals why Frank survived: he made a deal with either The Devil or Death.