- The Adult Fear present in this series is pretty damn scary. Realizing that your parents are highly dangerous crooks who give absolutely no shits about you and are going to exploit the hell out of out you simply for their own gain is hard to take. Then becoming runaways and having no idea how to survive on your own (even with having jobs, it'd still be hard to make ends meet since people aren't looking for teens to have full-time jobs, excepting of course some...shadier jobs).
- Even worse, their parents do care about them... which is the entire reason they continue with their plan to help the Gibborim destroy the world. So their kids can inherit it. And later, the Yorks parents are willing to blow up a chunk off New York in the past, after learning that Gert died.
- Gert's death in Issue 18 of Volume 2.
- Old Lace's sudden cruel death in the "Homeschooling" arc, and Chase's subsequent Heroic B.S.O.D. where he's doubled over on the floor.
"Gert. I'm sorry I'm sorry I'm sorry. Come back. Please come back."
- The series had a hell of a Downer Ending: Chase is critically wounded, Old Lace is dead, and Nico has decided to flip off the only person with any interest in helping them. Klara points out how dire their situation is, and all Nico can do is offer halfhearted platitudes about how things will get better; the next page shows Klara curled up in a little ball of misery, suggesting that such platitudes did not work, and the very last page shows Chase on life support...
- Volume Three Issue Six ends with Xavin giving themself up, masquerading as Karolina, so Karolina will be able to stay on Earth with the other Runaways. Xavin willingly went with the Majesdanians in place of Karolina. The flashback shown makes it even more heartbreaking, Karolina doesn't want Xavin to go and they share one last kiss. Made worse because Xavin has never been seen since (and Volume 3 was released in 2009).