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.
The order in which the music videos were released as well. After Konoha's State of the World, a continuation of Heat Haze Days, Kisaragi Attention was released, which is one of the happiest songs in the series. And following Yuukei Yesterday's release was the Nightmare Fuel-induced Outer Science. Summertime Record was completed two days after.
Chapters 17 and 18 of the manga. In Chapter 17, we're finishing off Takane's route, it's a little bittersweet, but still optimistic. Then at the very end we see Kuroha. In Chapter 18, Kuroha immediately brutally murders Seto, Kido, Kano and Ene on page before Mary resets the route.
Moral Event Horizon: Route XX Shintarou arguably crosses it when he chokes Ene to death when she was just trying to help him.
Kuroha, when he murders everybody.
Nightmare Fuel: Kuroha's expression in the MekakuCity Records crossfade PV.
Shintaro, Ene, and Konoha are sometimes shipped as this as well, or for that matter, Shintaro, Ayano, Haruka, and Takane.
Tear Jerker: Ayano's suicide, and Shintaro's reactions in Toumei Answer and Lost Time Memory.
And then Ayano no Koufuku Riron came along and made it even worse.
Challenge. Watch Yuukei Yesterday and then Outer Science. Or just read the manga up to Haruka's death and try NOT to cry a single time. If you win: good for you. If you lose: congratulations and welcome to everyday life of the fandom
The Kagerou Days time loop, and its affect on Hibiya in Otsukimi Recital.
Wham Shot: Towards the middle of the MekakuCity Records crossfade, the video shows the silhouettes of Takane (Ene) and Haruka (Konoha) as Yuukei Yesterday, their shared song, plays. It then cuts entirely to Haruka. The video goes dark and he becomes Kuroha, as Outer Science plays.