Later Commodus employs Would You Like to Hear How They Died?: "They tell me your son...squealed like a girl, when they nailed him to the cross. And your wife...moaned like a whore, when they ravaged her again...and again...and again."
How about his death? Being slowly overpowered by your opponent until he manages to slowly shove a dagger into your throat, probably leaving you to die slowly as blood fills your lungs. Entirely deserved and satisfying nevertheless.
The scene where the female gladiator is sliced in half. Brutal and graphic.
Lucilla's life. As she says to Maximus "You don't know what it's like to not be able to sleep knowing that your son is heir to the throne, to be afraid to mourn your father for fear of your brother."
The scene when Commodus watches Lucius sleep. You worry for a second that he's going to smother him to death.
Commodus at times seems like an outright Cool Uncle, not unlike Scar. But even then, you can see his villainy. When Lucilla asks a servant "Where is Lucius" and the servant answers "With the Emperor m'lady", you can see the terror on Lucilla's face. She's relieved when she finds the two of them together with Commodus just telling Lucius stories about the Egyptians. Then he launches into possibly one of the most terrifying monologues in cinema history. What makes it scarier is that he's threatening his sister whilst pretending to tell his nephew a bedtime story.
The undefeated gladiator Tigris helmet, which is designed to look like Hercules, wearing the Nemian lion's hide, with the helmet being the lion's head and the visor Hercules' face. When he's defeated, blood seeps out of the mask's mouth.