Kokuryuhime's assault on Harlem. In her very first scene, she burns down some local buildings. Then, after the citizens of Harlem win their trial against Steam Frontier, she blasts Carlos and proceeds to attack the subway.
Yumedono causing the birds to go berserk in the city to the point where the NYPD is forced to shoot some of them down is not only sad, but disturbing. Those who are bird lovers will easily be caught off-guard.
Shinjiro getting brutally stabbed by Nobunaga during the combat revue's first battle with him. The girls can only yell Shinjiro's name after he falls.
What has become of New York City in the aftermath of Nobunaga casting down Sixth Heaven and defeating the New York Combat Revue. Buildings have been destroyed, the city is in utter chaos and there's an ominously purple sky.