Hisao Nakai suffers from a heart defect diagnosed as arrhythmia that, at any moment, can kill him if he's not careful to take his pills and not overexert himself. When his heart starts to act up, it is accompanied in game by a prominent Heartbeat Soundtrack and red vein-y borders around the edges of the screen. It's frightening enough to almost convince you you're about to have a heart attack...
The Act 1 bad ending. If you fail to open up any routes, Hisao, still depressed and bitter about his situation, will get drunk on the roof of the school with Kenji. When Kenji tries to lean closer to him, Hisao backs away and accidently falls to his death. Yeah, that's right, The Hero Dies complete with Sickening "Crunch!" as the screen goes red. One can only imagine how that situation would impact the school and the students, especially the girls he'd met and Kenji. It's also disturbing for a different reason if you believe Kenji's comment about pushing someone off the roof to Make It Look Like an Accident being the ideal way to kill someone was supposed to foreshadow him pushing Hisao off the roof.
It's almost a good thing that the Act 1 Bad Ending is the worst ending you can get. Just imagine a route where Hisao decides to go it alone, having rejected everyone else only to end up worse off than he started.
Lilly
Though nowhere near as dire as Hisao's heart attack in the good ending route, Lily's neutral ending just ends after she and Akira leave, leaving Hisao and Hanako to return to Yamaku with a feeling of emptiness that pervades the entire scene. After this, the credits roll but the silence comes off as rather unsettling, almost as if there's something wrong, but you can't exactly understand why.
In Act 3, Hisao manages to make it to the airport and ends up overexerting himself in an attempt to see Lily one last time. Hisao's narration makes it clear that he's convinced that he was dying right there, convinced that he failed to get Lily's attention. It's also possible that Lily did hear Hisao but due to her blindness and the busy atmosphere of the airport, was forced to listen in horror, as Hisao -the friend she secretly has romantic feelings for- has a heart murmur meters away from her and is unable to help him at all. Fortunately, Hisao's incident happened to be some distance away from a hospital, allowing him to get medical help.
Hanako
Hanako's Bad Ending is definitely this. Equal parts shocking, depressing and utterly terrifying, it comes as quite a Player Punch when it arrives. Hanako has a violent outburst of anger towards Hisao when he insists on trying to protect her even though she told him to leave. The scene reveals Hanako's character to be a complete deconstruction of the typical Woobie, and acts as one of the biggest What the Hell, Player? moments in the game. It's a wonder how Hisao didn't had a heart attack during it. And there's the CG, which isn't scary so much from the details as it is from the fact that it COMES WITH NO WARNING.
Her panic attack. Witnessing a friend having a panic attack is bad enough (it can even look and feel similar to a heart attack). However, Hanako's is quite different. Rather than a sudden stress-induced event, Hanako simply goes more quiet than usual and her extra character tics stop (though no one notices that part at first). The odd part is for a time she's still able to function. She responds to questions (albeit with even shorter answers than usual) and she was still working on the class assignments. Over time those slow down until she is frozen in a catatonic/comatose state. The only sign she's still registering the outside world is when she starts shaking when the teacher puts a hand on her shoulder.
Unfortunately, this depiction is more accurate than you might think. The typical depiction of panic attacks as gasping, shaking, crying, and generally melting down in a conspicuous manner is only accurate to one kind of panic response. Many people who suffer panic attacks do indeed shut down the way Hanako does, and unfortunately this panic response means that few people realize it's happening at all, even after it's passed. Some people develop the shutdown response naturally; others do so out of necessity. Anyone's guess which is the case for poor Hanako.
Rin
From Act 4, Hisao exploding at Rin in frustration. It feels like a Bad Ending in and of itself, only the positions are reversed: Rin is basically the protagonist who screwed up, and you're the one furiously calling her out on it. The fact that you're the one speaking them makes those words hit all the harder.
Rin's situation as a whole is rather disturbing. Assuming that Nomiya isn't just a well-intentioned Stage Dad who is overly enthusiastic about Rin's art, his behavior can be seen in a somewhat more sinister light. Him basically having Rin skip classes is already suspect but then you learn from him and Sae that Sae's husband was like Rin, eventually taking his own life due to his creative drive consuming him. At this point in the story, Rin is already creating more art and is considering self destruction in an attempt to overcome an art block. Regardless of his actual intentions, Nomiya basically tries to mold Rin into the image of a dead man.
