- The scene where Peter pulls out his own tooth.
- Peter just standing by while Jerry beats Agnes.
- The disappearance of Agnes' son is a potent combination of Adult Fear and Nothing Is Scarier. Making it worse is that, by the end, the audience has reason to believe he may very well be alive, but we have no idea of the circumstances behind his disappearance in the first place, nor do we know if his current condition or wherabouts.
- Agnes and Peter seemingly burning themselves alive. Making it worse is the fact that the movie opens with a shot of Dr. Sweet's body in the house as it is covered in aluminum foil, but The Stinger shows a shot of the house seemingly intact, with no dead bodies or foil-covered walls to be found, further muddying the question of how much of the movie is real.
- Who was calling Agnes throughout the film? Was it Jerry? The Government? Her son? Her son's abductor? We'll never know.
Nightmare Fuel / Bug