- The very first thing you come across, as you leave the lab you woke up in, is a small, childlike figure, that's been run over by a now crashed SUV.
- When you meet The Yellow King in one of the endings, the screen is covered in a filter that makes it look as if Icey is being stalked by a demonic... something.
- The two cities, Ultimopolis and Emberville are destroyed and devoid of any human inhabitants, or for that matter bodies. The mechs don't seem interested in humans, so what happened to them?
- In another of the endings, Icey's teleported to a lab with the narrator telling you that you've maybe seen the truth, possibly in the form of a corpse or and that the truth is right in front on you, just as you reach a humanoid, female figure with white hair, floating in a capsule that's VERY similar to the one Icey woke up in, the meaning of which is left to the player to decide.
- As the narrative breaks down during fourth wall moments, whenever the game doesn't use it to amuse with a Funny Moment or two, it can produce an unsettling dose of existential and philosophical doubt, as it blurs the line between the Narrator's roles as "developer" and "Storyteller".
- Watching the Narrator break down in certain endings can wrap around from amusing back into terrifying, such as the Marionette Stage ending where the Narrator seemingly gets gunned down leaving a bloodstain and a bullethole on the screen, with clear terror and panic in his voice that suddenly makes for a violent case of Mood Whiplash after the blackly amusing resignation letters of the development staff.
- There's one place in the game where you can find another Icey, missing her left leg below the knee and stabbed through her chest with her own sword.
- Then, there's another place where you can find a small mountain of dead Iceys, missing various limbs and with various limbs strewn about.
Nightmare Fuel / _iCEY._