These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Sofie shooting Jonesy and resurrecting Justin in the finale.
Nightmare Fuel: Start with the raining blood and possessed Madonna and child statues, and just keep going. Every single episode has something terrifying in it, though especially the end of "Pick a Number".
The town of Babylon. Not during the day, but the nightlife is, well...
Every scene involving Ben's extended family. Forests full of doll's heads is NOT charming!
The death-mask scene with Evander Geddes.
Tear Jerker: Many, most especially the immolation of the orphan children in Justin's ministry.