- The Losts' ending. As if the Deal and Revenge endings in the main game is not Tear Jerker enough, this expansion defined the meaning of a Downer Ending as the clubhouse is burned with many of Johnny's friends ended up dead. Given on the main page, it's not surprising.
- Jim's Cold-Blooded Torture at the hands of Ray Boccino - mainly involving his face and a blowtorch. It's worse when you finds out his fate in the vanilla game.
- Billy Grey. An Ax-Crazy Caligula whose instability constantly puts everyone around him on edge, friend and foe alike.
- As depressing as the ending is, it's even more horrifying when you are aware of the Lost's eventual fate in the sequel with the whole gang getting wiped out(including Terry and Clay) and Johnny's brutal death by a very unhinged Trevor Phillips.
Nightmare Fuel / Grand Theft Auto IV: The Lost and Damned