Dottie killing Mr. Mink, particularly her dead-eyed stare when telling him she wants his gun before abruptly snapping his neck before he can retaliate. Ratcheted up by the shot near the end of the episode of his corpse stashed under her bed while she plays with her new pistol in front of her vanity mirror.
The Iron Ceiling
The Soviet Tyke Bomb project includes shackling the trainees to their beds at night. This goes on for so long that some adult graduates of the program, like Dottie, can't sleep unless they handcuff themselves to their bed.
Dottie barely hesitates before snapping the neck of her friend after she beats her in a sparring match.
A Sin To Err
Dottie murders a dentist with his own drill. Through his eye. And we even see his dead bloodied face. At least he deserved it...
Even though it turns out they're allies, not enemies, the scene where Dottie appears to be about to snipe Dr. Ivchenko is a really tense moment. He's just casually talking to Dooley and admiring the city, while the audience is bracing themselves for when his head is going to explode.
The reveal of Ivchenko as not just a mere psychiatrist, but a talented hypnotist who's in cahoots with Leviathan. With just several minutes of undisturbed time, he's able to turn Yauch, an SSR agent initially frosty towards him, into his loyal puppet just by identifying what he wants the most through a simple interrogation. Then when he has no more use for him, Ivchenko orders Yauch to act perfectly casual, buy himself a drink, and then walk into traffic.
The fact that Dottie came this close to killing Peggy.
Dr. Ivchenko's hypnotism. Apart from a few instances of Dooley noticing the slightest flaws for a moment or two, it works perfectly, to the point that Ivchenko nearly destroys the SSR outright by forcing Dooley to put on a failed heating vest prototype of Stark's invention, thus setting it to explode in the midst of the SSR's offices before Dooley pulls a Heroic Sacrifice to narrowly avert mass catastrophe.
"Dottie" and Dr. Ivchenko, having successfully and easily stolen Item 017 from the SSR's lab, take it (or a sample thereof) into a crowded movie theatre, release it, and then leave and bar the doors. The people nearby start to cough from the gas, whereupon everyone in the theatre rapidly descends into madness and gleefully mauls each other to death.
Doubles as Paranoia Fuel, but how exactly does Leviathan know so much about Stark's inventions? Ivchenko seemed to perfectly know how the vest works, a fact only known to both Jarvis and Stark himself. They also know about Item 017, and even Jarvis doesn't know anything about it.
Turns out there's a very good reason why Fennhoff knew about Item 017. He was there when it was first used during the Battle of Finow.
The final scene. Fennhoff with his mouth gagged with an metal mask (i.e. Hannibal Lecter-style) is escorted into his cell and Arnim Zola is his cellmate, and he's more than eager to propose a partnership. After all, "America is a land of opportunities".
Even worse when you consider that Zola recruiting Fennhoff, a man with the ability to control minds, essentially marks the beginning of HYDRA's WinterSoldier program.
The Lady in the Lake
The serial killer is not found at the episodes end. Meaning he (or she) is still on the loose, and still able to strike at any time. And because of what happened with the lead detective on the case, who knows if they will ever find the killer.
The real killer was actually the Zero Matter - the lady of the lake killer wasn't actually involved in the murder kicking the episode off. The real nightmare fuel was in the Zero Matter-induced deaths. It starts with its victims freezing objects around themselves, then icing over slowly until they die - or are brittle enough to be smashed into crystalline shards when tapped.
My apologies on being unclear. I meant the serial killer from a few years ago was still out there, still lurking, not captured, no clues, and with the actual death being something different (and what happened to the lead detective), there is no one looking into what actually happened all those years ago.
A View in the Dark
We're introduced to Zero Matter, a possibly extraterrestrial or extradimensional substance that sucked a bunch of people and trucks into nothing upon its arrival, and which is set loose at episode's end. Whitney Frost, who's spent the entire first two episodes being completely smug and unflappable, is absolutely horrified when she discovers she's been infected by it.
Zero Matter gets even scarier when Whitney accidentally kills a director who's getting fresh with her, with his body turning to black liquid which is then sucked inside her, causing the infection mark to grow larger. And the whole time she's completely panicked about what's happening to her, like someone from a David Cronenberg Body Horror film.
The Atomic Job
Whitney Frost wants to steal an atomic bomb to recreate the Zero Matter experiment. What couldn't go wrong with that situation?
Listening to both Whitney and Jason's dialogue, it becomes clear that whatever Zero Matter is, it's alive and wants Whitney to recreate the experiment so it can return to our world.
Life Of The Party
Another step for Ms. Frost: she didn't even have to touch those five guys from the Council to devour them.
After her front row seat to Whitney's powers in the council room, Dottie discovers she's been captured by her. For once, the eternally smug and unflappable Black Widow has no quips, and no confidence, and just stares in horror.
Really, the fact that it took her minutes says a lot about how monstrous she is. Here is a Russian spy - not just any Russian spy, but a Black Widow - who has been subjected and hardened to all forms of torture since she was a little girl. Here is a woman who is a cold-blooded sociopath who has been nothing but poised and confident, even when chained up and surrounded by enemies. And she not only gets broken, she is terrified to the point of tears when Whitney inflicts her powers on her just once.
Adding onto Whitney's long list of Nightmare Fuel, she really gets in touch with her inner Mad Scientist in this episode when she hooks Jason up to a pump in an attempt to try and suck the Zero Matter out of him; Jason's screams and the fact this is being done in a rather creepy waste treatment plant doesn't help.
Jason's body literally cracking and splintering as the zero matter in him finally erupts.
Jason Wilkes reveals what he saw on the other side of the rift: Zero Matter has utterly consumed everything in its home dimension. Zero Matter is alive, and it wants to get into Earth's dimension so that it can consume everything there.