When B★RS enters Chariot's lair, the ever-looping "Kaere" (Go away!) chanting in the background adds a feeling of creepiness in the desolate area. What's more, the way Kagari speaks this does not sound like someone screaming others to go away, she is gleefully chanting it like a song.
The Dark World is pretty much nightmare fuel all the time when you think about the fact that this is where people's minds go to process PSYCHOLOGICAL PAIN.
The fact that the last thing we hear from Mato as she fuses with B★RS in Episode 5 is her distorted scream.
It may be not so much but Yomi's Creator Breakdown painting of Mato can be considered as one. See Episode 5.
Again in the same episode. Yuu is grateful to receive a bracelet from Yomi, only to find out later that it has some of her hair.
The transformation sequence of Insane Black★Rock Shooter - being impaled by spikes from all directions.
It gets worse when Black Gold Saw arrived in order to stop a possible threat, she was almost powerless against IB★RS, until an opening allowed her to critically injure the latter's arm. The next thing IB★RS does is to rip her own arm, with Mato Kuro screaming in the background due to the intense pain. Kana Hanazawa's performance in this very scene is gut-wrenchingly realistic.
Insane Black★Rock Shooter's beatdown on Mato!Black★Rock Shooter, due to the fact that Mato isn't used to the amount of pain Otherselves go through, and spends most of the fight not wanting to harm IB★RS, while the other is none-too-reluctant to do so.
When Mato refuses to fight IB★RS, the latter proceeds to fight her with punches and kicks. Aside from the red blood dripping from Mato, you can hear the sound of impact as her bones break from all the beatdown.