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.
Complete Monster: Griffin: In the first book, he murders a completely innocent policeman And that's far from the worst thing he does. Why? Because he can do it and get away with it. He gives the reason that he felt a bit chilly and the policeman had a uniform, but throughout the story he seems quite unable to resist the temptation of using his undetectability to do terrible things to people. He's introduced living undected inside a girl's boarding school, where he rapes the girls with impunity because they (and the teacher) believes that he is the "Holy Spirit", even getting several of them pregnant as a result.
There's also the matter of him betraying his entire species to the Martians.
Crack Pairing: Since the series deals with the relationships between various fictional characters, this happens quite a bit. Most visibly with Quartermain and Murray, but it happens with minor characters as well. Frankenstein's monster and his wife Olympia from Tales of Hoffman come to mind.
Creator's Pet: Orlando is regarded as some as this in the Century trilogy. Worth noting though the character is a Base Breaker who divides opinion.
Moore's Grand Finale for Century: 2009 involves an epic face-off between Harry Potter and Mary Poppins. Just a few months after he wrote that scene (and almost exactly a month after the comic hit the stands) a battle between Voldemort and a swarm of Mary Poppinses turned out to be part of the Opening Ceremony of the 2012 Olympic Games.
Among many other tidbits, Century: 2009 manages to tie James Bond and The Avengers together into one universe with the revelation that Judi Dench's M in the later Bond films is actually an aging Emma Peel. Though we never get to find out M's true identity in the films, Skyfall actually did turn out to include a brief moment where Kincade, Bond's old groundskeeper, addresses her as "Emma" (presumably because he misheard "M" as "Em").
Les Yay: Mina has no use for Orlando when he's a male.
Offscreen Moment of Awesome: We never get to see the full exploits of the Second League of the Extraordinary Gentlemen, and their very much indeed awesome sounding encounter with Les Hommes Mysterieux is only described in text on the Black Dossier. Also sideway referenced in text are the missions of Prospero's Men, The Third League of the Extraordinary Gentlemen, Der Zwielicht-helden and Les Hommes Mysterieux themselves.
We also see far too little of the League of the 1780s, featuring Lemuel Gulliver, the Scarlet Pimpernel and wife, the Scarecrow, Fanny Hill, and Natty Bumpo. Most of what we do see when they appear is when they've largely retired from adventuring and are touring the world indulging their more hedonistic tendencies.
They Wasted a Perfectly Good Plot: The announcement of the Century trilogy initially had fans buzzing because they thought they'd finally get to see the original graphic novel's premise applied to 20th century fiction. And they did...except, instead of creating a new team of champions for a new era of fiction, Moore just made the two remaining members of the original Five-Man Band immortal, and added one consistent new member (Orlando) who quickly devolved into a Creator's Pet. By 2009, Mina and Allan have mentally aged so much that they barely even resemble their literary counterparts (which kind of kills what made the series fascinating in the first place) leaving behind little more than ultra-obscure background references.
Unfortunate Implications: Usually parodied, but Black Dossier's Sexfiend Golliwog definitely qualifies. Though knowing Alan Moore he fully knows about these and is chortling to himself as people get in a huff about them. As the Values Dissonance shows he does like playing around with Un-PC notions.
Values Dissonance: The comic deliberately fakes this trope to create aesops such as "ORIENTALS, while BRILLIANT, are EVIL". Which we would like to stress is a verbatim quote.
What Do You Mean, It Wasn't Made on Drugs?: The Beatnik novella from the Black Dossier reads like this, which, given the source material, isn't surprising. If one takes the time to actually decipher the text, the plot seems to involve Fu Manchu and Professor Moriarty's descendants (Dean Moriarty and Doctor Sax, respectively) continuing a family feud by unleashing an ancient Aztec linguistic virus made from centipedes. Oh and the virus actually turns out to be Lovecraftian Eldritch Abominations.
Hilarious in Hindsight: The movie's Evil Plan involves a mysterious bad guy (who's eventually revealed to be Professor Moriarty) trying to start World War I a few decades early. Sherlock Holmes: A Game of Shadows, which came out almost a decade later, was about the same thing. In this film, Moriarty even references the Reichenbach falls as where "that man died." Perhaps he got some plastic surgery, and tried to start his Evil Plan all over again, but went more ambitious by using the League?
Richard Roxburgh would also go on to play Dracula in Van Helsing, which also featured a Mr. Hyde a year later.