- The Prologue shows the Angels essentially committing a terrorist attack on a crowded city, putting countless innocents at risk, purely to kill Bayonetta and Jeanne.
- Bayonetta and Loki going into Inferno to find Jeanne. After all, Inferno is Hell. So it's probably a given that the place... doesn't look very welcoming. It gets more and more messed up the further in you go. Take The Lost Woods and put it in Hell. You get a gnarled mess of vines, trees and hostile demons up to the eyeballs. All this done as an ominous red sky overlooks it. That menacing looking palace in the background doesn't help matters.
- Some of the new angel designs. Enrapture (pictured to the right) in particular is not pretty to look at.
- Glamor looks pretty monstrous when intact, but nothing too strong. After being damaged, it looks absolutely revolting.
- Similarly, Valor looks a touch odd, but not really frightening at first. But looking at its face after you've damaged it reveals that it seems to have no left eye, but instead it has what looks like a mouth.
- While it doesn't appear in any frightening scene (it's the theme for the battle between Bayonetta and Labolas vs the Masked Lumen and Fortitudo), The Lumen Sage & Fortitudo is a pretty creepy track when listened to on its own.
- The Demons, as you may expect, are also pretty damn unnerving, but Insidious stands out as a massive manta ray with eyes in its wings which double as huge jaws, and a giant grinning skull on its main body. Imagine the surprise players may get when the "Jaws" First-Person Perspective kicks in and its revealed to belong to this monstrosity.
- Resentment. These are some of the rarer enemies in the game, and for good reason. These things will fire laser beams at you that, when they hit you, turn you into a child for a while. This leaves you near helpless as is, but the really horrible part is that it can instakill you if it gets too close to you, the only enemy that can do so in the whole game. And how does it do this? It eats you.
- The torture attack against Malicious. There's something to be said for being devoured alive by a swarm of locusts...
- One of Loptr-Aesir's attacks is to open a blue portal on the ground where if you get caught and don't evade/dodge/flee quick enough, you get to watch Bayonetta shrink out of sight and disappear in a series of blue sparks. (Which is the same power to erase anything from existence that Loki uses against Aesir.)
- Put yourself, if you will, in Jeanne's situation throughout the game. You're just smashing angels with your buddy, who summons Gomorrah to eat the giant angel and all is well, until that giant unexpectedly breaks out of the summon and moves to attack Bayonetta. This results in you having to pull a Heroic Sacrifice to save her, resulting in you getting dragged into Inferno, while all your friend can do is watch. And then, your soul ends up in the clutches of a power-crazed demon who consumes you to become more powerful and even more monstrous. Eesh, imagine if Bayonetta hadn't rescued her. Made worse by the fact that it looks like for a while, the rescue has failed.
- Guess what? We finally get to see Rodin in the process of making a new weapon! The process in this case involves trapping the demon in the weapon whilst they are still alive. And implied to be fully aware of their situation the whole time.
- The Stinger. The mask. The smirk. Goodbye Balder, the noble Lumen Sage. Hello Father Balder, the Omnicidal Maniac.
- The description for the demon Sloth reveals that it ambushes the souls of pious humans entering Paradiso, so it can drag them to Inferno instead.
Nightmare Fuel / Bayonetta 2