BFG: Anything from 200 years in the future counts - especially when everyone else is using muskets. ESPECIALLY the FMG.
Cluster F-Bomb: Dexter. As X-Play's Adam Sessler said, he "never met a swear word or cliche he didn't love."
Cowboy Cop: Your partner Dexter's approach to KronoTek missions. He has no qualms about taking risky, potentially history-altering actions to achieve your objectives, and is rather carefree about handing you 22nd Century super weapons to help you out of particularly sticky 19th and 20th century firefights. In one mission he even has you save then execute a "blue-aura" soldier (historically important individuals who you're supposed to spend the game saving) in order to attract the attention of Opposition Agents so you can capture one.
The Faceless: Mother, the leader of KronoTek, is only ever seen as a pair of vaguely creepy eyes on a giant viewscreen. Apparently, she thinks webcams are designed to be used about three inches from one's face. That, or the studio didn't want to lip-sync. Although the real reason is mostly likely to obscure The Reveal regarding the ethnic makeup of the citizens of the future.
Giant Mook: Opposition Heavies, who start showing up in the last few levels, are heavily armed super troopers wearing armored spacesuits and equipped with powerful energy shields. It takes several dozen future assault rifle rounds to kill one.
Good Bad Translation: If you can speak either fluent russian or german, listening to the soldiers in battle can be quite fun.
It doesn't require any knowledge of Russian to almost die laughting when Tzar-era soldiers shouts "Za Stalina!" during attacks, which means "For Stalin!"
Gray and Grey Morality: There is constant debate about whether it should be acceptable to use time travel to alter history for the better, or if history should rather be preserved to prevent unforseen, potentially disasterous alterations to the timeline. The twist at the end of the game is that the historic event you spend the entire game preserving is the global extermination of 99% of the White/European race (including Dexter's family) by a racial-selection virus engineered by Middle Eastern terrorists, and the resulting collapse of Western civilization, occuring some years after the September 11 World Trade Center attacks. The Opposition, whom you've spent the entire game battling, actually want to change history to prevent this global disaster, and the game ends with you and Dexter seemingly joining them to "finish the fight".
Groin Attack: At the end of the first level, your character gets pinned to the ground by an arrow through the gonads.
Hitler's Time Travel Exemption Act: You never see Hitler, though you do lead a concentration camp breakout. It's stated multiple times that no-one should change history because things might change for the worse, no matter the intention. Although the ending does call this into question, without providing an entirely clear answer, by revealing how truly shitty history really is.
Hopeless Boss Fight: The first level starts you off as a soldier in Custer's calvary at the Battle of Little Big Horn. That ends about as well as you would expect.
Humans Are White: The few Kronotek personnel you interact with are mostly white; however, they're recruits from the "past" like you who are displaced in time. You have noticeably very little interaction with any Kronotek personnel from the "present", most likely to conceal the fact that in the future the White/European race has essentially gone the way of the Native Americans.
Invisible Wall: EVERYWHERE. It seems that the only way to actually get where you're going is to follow what your map considers a road.
Invincible Minor Minion: The enemy time-traveler Opposition Agents have futuristic armor and energy shields that are invincible to your Civil War and WWI era period peashooters, so your only option is to run like hell. Later in the game you learn their shield frequency and are able to damage them, but they're still extremely difficult to fight when all you're carrying is a musket-loading rifle.
You can kill them before knowing that frequency. They just have four times bigger health.
Having any kind of pistol and emptying it's magazine or cylinder (bigger mags upgrade helps a lot) straight into where head will be during Opposition Agents teleportation can take one of them down before they are even there, giving time to simply grab brand new BFG from future. They rarely come more than two at given time if it's not scripted.
And bolt-action rifles even without proper upgrades aren't peashooters at all. With those upgrades they are as good as future weapons, just semi-auto, not full-auto.
Kick the Dog: You can see the Opposition massacring civilians during the endgame battle in Pompeii. Granted, they were all going to die anyway when the volcano explodes, but still...
Magikarp Power: Pistols after full upgrade. But it's still much wiser to focus on rifles, as you will be using them most of the time.
Only a Flesh Wound: You're supposed to avoid killing "blue aura" soldiers, because historically they survived the battle and had significant descendants. Unfortunately, many of these guys are on the other side and will be happily shooting at you. One method of disabling them without killing them is to shoot them in the leg or arm. Granted, this is your least reliable option; the more reliable option are clusters of walnut-like stun grenades that you're given specifically to stun these guys.
It gets ridiculous when you realize that melee attacks don't count as killing blue-aura soldiers, regardless of your current weapon handles melee attacks. This means you can stab them in the face with a bayonet without altering history.
Real Is Brown: If you'd like to actually see what's going on, don't use the recommended brightness settings.
San Dimas Time: Mother talks about "sudden" occurrences and "immediate" danger - when referring to events that took place over 300 years ago.
Save This Person, Save the World: The game's main plot is divided into two main branches; locating the missing founder of KronoTek, and saving two key individuals who have been put in harm's way by the history-altering Opposition.
This is subverted in the end of the game: it is revealed that said individuals' descendants were responsible for developing technology that fell in the wrong hands and was used to create a bio-weapon that devastated the world's population. The Opposition is actually a future incarnation of KronoTek that decided to forgo their "Don't change history rule" to prevent the disaster.
Shoot the Shaggy Dog: After you rescue Dr. Koell at the end of the game he takes two bullets to the face from Strinko, the leader of the Opposition, and apparently your new boss.
Sniping Mission: With a 22nd century computer-aided sniper rifle. All you have to do is point the target - build-in computer will do the rest. Goes into ridicule when the bullets take angles to hit behind corners. And almost aim-bot accuracy doesn't make this mission any kind easier than the rest.
Title Drop: At the end of the game, Dr. Koell makes a final plea against using time-travel to alter history, stating that "Who am I, or anyone else, to play God? I'm all for helping those that suffer, but Dark Days teach valuable lessons. The events of the past define our present selves, and to meddle around is to court disaster". he then takes two bullets to the face from Strinko, your apparent new boss, who disagrees.