Whenever Cassidy showcase's his vampire side. This isn't the common vampire fangs we're used to, it is that of a vicious animal that will not hesitate in mauling its prey until it's dead.
Any time Jesse uses the Word of God, which usually results in a Kubrick Stare, wide angle close up, and Voice of the Legion, as best exemplified in the gas-stop bathroom scene.
The Wild West during The Saint of Killers arc, particularly the line, "Make the boy watch!"
The Seraphim. Imagine the Terminator, only instead of being near-unstoppable but still kill-able, it returns with a fresh new body after you kill it. And can repeat the process as many times as it wants.
Odin Quincannon, the dead-eyed, Napoleonic nihilist who cares for nothing except growing his business, sees everyone as "meat," and enjoys listening the sounds of cows being slaughtered. Jackie Earle Haley's chilling performance gives the character quite an impression.
Imagine being under the influence of The Word of God? Losing every ounce of your free will, while being completely unaware of it. If you're lucky.
Sheriff Root's unsettling story about parents who lose one of their children at the zoo and leave the other two with a kindly old pretzel seller while they go to find the missing child. They find the missing child safe and sound... only to return to find the other two gone. The body of one is found stuffed in a drainage ditch while the other body is never found, the pretzel seller himself never having been under suspicion in the 30 years he worked there.
At the end of "Finish the Song", we go through a quick recap of all the clips of The Cowboy so far. Again. And again. And again. And again and again and again and again and again and again, until it finally shows us were it's really taking place at: HELL. The Cowboy is reliving his final days over and over again.
Cassidy. On the surface, he's the fun-loving, beer drinking Irishman. However, when he's in dire need of blood, he is an uncontrollable monster that won't stop till his thirst is fulfilled. If you are a pet owner then seeing Tulip feed a dog to Cassidy could be seen as cringe worthy.
If you're agoraphobic, Eugene's one-word description of hell can really unsettle you. "Crowded."
Likewise, what he says immediately before that, when Jesse expresses surprise at his claim at having Escaped from Hell simply by digging his way upward.
Jesse: You tunneled up from Hell?
Eugene: Honestly, it's not that far.
In the first season finale, there's the entire town being driven past the Despair Event Horizon after finding out God has abandoned Heaven, some being suicidal, others being murderous (such as the school girls killing the pedophile bus driver). And to top it off, the whole town gets blown up by the methane energy plant exploding.
The Saint of Killers gets to show off how terrifying he is repeatedly throughout the season opener "On The Road":
The absolute slaughter of the police who were trying to arrest Jesse and co. They return fire, but he just mows them down, messily.
When he comes across the manager of the gas station the group stopped at, Jesse's Word of God command to pretend they weren't there means the man can't tell the Saint anything. This annoys the Saint so much that he rips the man's tongue out.
He confronts Mike, who knows who and what he is, and threatens to torture him for information about Jesse. Mike instead chooses to kill himself rather than face that.
Finally, as the episode ends, he finally finds Jesse, emerging out of the shadows like the demon from Hell he is. Jesse uses Genesis to tell him to stop where he is... and it doesn't work.
The Saint's rampage continues in "Mumbai Sky Tower", as he mows down a crowd of gun enthusiasts Jesse sent after him, and then systematically works his way through the motel the trio was staying at. What makes it all the more terrifying is that he seems to be going out of his way to kill everyone in his path, even if they're not fighting back against him.
We finally get a chance to see Hell and it's not your usual Fire And Brimstone kind. Imagine a prison that incarcerates some of the worst individuals planet Earth has to offer. And Eugene's trapped with them.
Jesse is a good man, mostly, but "Dallas" shows how frightening he can be when he goes off the deep end. After finding out that Viktor is Tulip's husband, he drags him down to the torture room, hooks him up in a harness, and uses the Word on Tulip so she can't interfere. And for much of this, he's dead silent.Good Is Not Soft indeed. He spends the first half of the episode in silence, pondering how he'll kill Viktor. If Cassidy hadn't shown up to talk him down, who knows what he would've done?
Even the Jesse in the flashback has a moment of this. After finding out that Tulip's been doing jobs behind his back and using birth control, during the confrontation over it, he snaps and beats the daylights out of their roommate Reggie, who was only a bystander during this whole thing.
Herr Starr's "date" in "Puzzle Piece" starts out about as normal as anything involving Herr Starr can be, but then turns increasingly creepy with him implicitly threatening the girl's father, getting her to take her top off and hold a block of butter beneath her chin, and then asking her how long she can hold her breath. At that point he gets a phone call and walks out, leaving it to the audience to guess just what he was planning to do to her.
"Dirty Little Secret" reveals the descendant of Christ that the Grail is protecting. Centuries of inbreeding have rendered the Messiah, known as "Humperdoo", a disfigured, mentally-deficient man-child who has a complete mental breakdown when he hears Jesse use the Word. He also has a journal filled with demented pictures of a large dog, and whatever that means is anyone's guess.
"Backdoors" reveals the extent of what Jesse went through once the L'Angell family took him in. Under the guidance of his grandmother, Marie, Jesse was locked in a coffin weighted down with cinder blocks and lowered into a swamp for hours at a time until he renounced the Custer name and thanked God for killing his father. No wonder Jesse trapped the Saint in a swamp; he clearly thinks it's the worst thing you could ever do to someone.
"On Your Knees" has Eugene (in Hell) having an encounter with his father, who has the same horrific face injury he has. It is a very unsettling sight for some reason.
Two notable instances with Cassidy in "The End of the Road":
Firstly, there's a brutally detailed Imagine Spot in which Cass tears Tulip's throat out with his teeth while having sex.
Then, after confronting Denis over his inability to control his impulses, Cassidy shoves him out a window and lets him burn to death, all while Denis screams to get back in. And we get to see Denis start to burn up.
Marie L'Angelle ordered Jody to cut her own daughter's stomach open with a knife in order to retrieve something that the latter had swallowed to keep it from her. You know, in case the coffin thing hadn't told you enough about her family values.
Marie's business involves performing blood-contracted voodoo services. However, those who don't pay their debts are hunted down, kidnapped, and have their soul extracted for Marie's consumption, leaving their bodies as barely-functional husks to be used as fighters in the Tombs. The first client seen subject to this fate (a pedophile) was an Asshole Victim, but it wouldn't be hard to believe that this has happened to far more innocent clients.