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.
Alternate Continuity - The entry for this trope on the main page has and can be interpreted in several ways: some say Nasu means that 'the chances are just infitismally low', while others interpret it as in 'it's impossible.'
Big Lipped Alligator Moment - The stop-motion bit imploring viewers to not smoke/make noise/pirate the film/have their phones turned on. It's... er, weird, to say the least.
They mostly revolve around Type Moon fandom in-jokes and references to similarly surreal sections in other Type Moon works. For example, the yellow-and-green mushroom is Kinoko Nasu's avatar. Other non-KnK characters include super-deformed versions of Fate/Stay Night characters as well as Neko-Arc (who is super-deformed already). The stop-motion for the last movie pans out to show the figures of several other popular Type-Moon characters in the audience (Sacchin's on the bottom-right)
Hilarious in Hindsight - The opening scene has Tomoe Enjou being chased by beaten up by one of his bullies from school. Watching it becomes oddly funny after playing Fate/stay night because Enjou is the character model for Shirou and the guy doing the beating has dark skin and white hair like Archer.
Moral Event Horizon - Cornelius Alba was never an especially sympathetic character, but after he starts parading Touko's head around like a trophy, then torments Mikiya with it and then starts beating an unconscious Mikiya's head into the wall he has to die.
Ironically, it's him calling Touko "Dirty Red" that gets him killed. And he wasn't exactly expecting her to come back in an identical clone body, either...
Squick - Right about the time we get a close up of Tomoe shoving his thumb through a guy's eye... and then it just keepsgoingfurther...
The Woobie - Tomoe Enjou. Araya even mentions that his origin is worthlessness. This includes the fact that he was NOT responsible for awakening Shiki, she merely awoke at that time. His Heroic Sacrifice was a Senseless Sacrifice. The sword might have helped, though.
"Enjou didn't need to come here, but he will be the reason for your destruction."