The hallway lined with display cases containing dead characters when Rhys passes through the museum on their way to August. Especially when you later walk back from checking the door, and find that Shade, one of the corpses with dry cracked lips, a deranged grin and an off-putting lazy eye, wasn't actually dead.
The exhibits themselves aren't actually too bad... until you get to Steele's cyborg body - a Siren missing part of her torso. It's bad enough she died but then to be trussed up as one of Shade's toys is terrible.
The narration, however, pretty much downplays the Nightmare Fuel, and if you remember all the stuff Steele said in the Robolution DLC, well, it's not so bad.
Both of Shade's appearances are Jumpscares: Once detailed above, and secondly when Fiona is opening the vent to sneak into the business deal and attach the EMP to the case containing the fake Vault Key. It should be noted that you have the option to smack him for this.
Handsome Jack being reborn as a Virtual Ghost. Rhys begins hearing Jack's increasingly-less distorted voice taunting him and messing with his cybernetics when he shoves Nakayama's ID drive into the side of his head. He fully manifests for the first time at the end of the episode, putting a friendly arm over Rhys and Fiona's shoulders while telling them he plans to kill them eventually. Rhys jumps and the episode cuts to black.
This is what happens if you don't close the door in time when August tries to enter the caravan.
Quickly becomes Nightmare Retardant when Fiona, playing the Lemony Narrator, basically says getting shot right between the eyes was what WOULD have happened if she, y'know, didn't close the door in time. And thus, of course, it DIDN'T happen because she's still very alive and well when she was giving her narration, thank you very much.
Episode 2: Atlas Mugged
The way Athena looks initially at Hollow Point. First off, she's shown throwing her shield at Sasha and Fiona with an inhuman roar, and second of all, her eyes are...off.◊
If Rhys and Vaughn went to Old Haven, so Fiona and Sasha had to devise their own way of escaping Athena; Athena yells at them, increasingly desperately, not to go into Scooter's garage. After Fiona and Sasha get in and meet Janey Springs, Athena enters, appearing as she normally does, implying the 'evil' look was just Fiona exaggerating the story for drama.
And why was Athena desperately telling them not to go in the garage? Athena was likely scared they would hurt her.
When Rhys complains to Jack about the billions of people who died as a result of his rule, Jack proceeds to yell "THAT'S WHAT PEOPLE DO!"
Early in the episode, Fiona has to access a retinal scanner by digging out the eyeball of General Pollux, whose body is nearby. Firstly, Sasha has a tendency to describe what's happening in graphic detail, much to Fiona's disgust. Secondly, Fiona ends up splitting one eye in half after being startled by Rhys screaming. Thirdly, the removal of the eye is shown from the point of view of the eye being removed. Fourthly, by the time she's accessed the retinal scanner and viewed Pollux's recorded message, it turns out he was alive all along, just in suspended animation, even while Fiona was digging his eyes out with a spork. And he might have been an important figure in the event of the universe being in peril. Nice Job Breaking It, Hero!.
August is now absolutely in love with Sasha, but doesn't have any issues with holding her hostage. His Dissonant Serenity just makes things worse. Fortunately, though, he isn't even mad about the con, and is a lot more moral than Vasquez.
Vasquez threatens to make a wallet out of Rhys's head once he skins him, or have his hair removed so that he can have it as an option, depending on your dialogue choices.
It should be noted that Vasquez's threat even manages to creep Jack out! The man who has no problems shooting people in the face, throwing them out of airlocks, strangling them or torturing them to death is creeped out by Vasquez.
Jack: Wow, that's... legitimately creepy.
When you are surrounded by security drones at the Gortys facility, Rhys can choose to trust Jack so he can get them out of trouble, and Jack "possesses" Rhys, hacks into the system and controls the drones. Would you trust a psychopath who likes to strangle people for fun or throw them out the airlock because of his paranoia to save your lives by allowing him to use your body?
It's worse than that. One would assume that letting Jack use Rhys's subsystems would just give him control over Rhys's cybernetic arm and eye, and that does seem to be the case the first time it happens. If you choose to trust Jack at the end of the chapter, however, he's able to control all of Rhys's movements, not just those of his cybernetic parts.
If you pay attention, in the present Rhys' ECHO eye is yellow. Where as in the past, his implant was a bright blue. His eye changed colour, if you trusted Jack in the end of Episode 2 and gave him control of your implants. It could mean that Jack still exists inside Rhys' implants, influencing his actions well in the present day.
Thankfully, this ends up not being the case.
When the group enter the Gortys facility, they promptly discover hundreds of dead Lancemen, who have been rotting away inside their armour for 5 years. Oh, and the blood is still on the walls. What killed them? Athena, who will never forget the corporation who tricked her into murdering her sister.
Episode 3: Catch a Ride
If you refuse Jack's offer of partnership, he doesn't take it very well. At all.
Fiona slices Vallory to pieces, should the former choose to "cut her out of the deal". Granted, it is mostly played for laughs, but the way Vallory's body just falls out, piece by piece, is undoubtedly unsettling.
If you picked Handsome Jack over Fiona in episode 2, or if you didn't pick that choice at first but then chose to trust Jack in episode 3, then in episode 3, after Rhys takes a nasty fall, Handsome Jack possesses Rhys completely. So far, the only consequence has been Rhys taking a punch to the face from Sasha, but considering that this means that Handsome Jack could potentially possess Rhys completely again...
In the preview screenshots, there's a very unsettling picture of Hyperion suits looking at what seems to be a replica of Butt Stallion...while wearing extremely inhuman plastic Handsome Jack masks. And then there's Jack teaching Rhys how to punch a psycho...that has someone else's face stitched on his mask. This all begs the question-What the hell happened to Helios?
The episode shows they are just incredibly irritating Jack fanboys. Considering they are fans of someone like Jack, it's still pretty unsettling they want to be just like him.
At the end of the episode, Jack is out of Rhys's head...and inside Helios. However, this time, his AI is in control of the entire space station. Handsome Helios, everyone.
The shot of the eye turning yellow is chilling, too.
If you refuse Jack's offer, he will become extremely angry and deliver what it probably is his most terrifying monologue yet, while as a screaming, giant virtual head that takes up your whole office., then forcibly takes complete control of your body and walks off to murder all your friends.
Jack: Oh, I can't believe how long I was stuck inside that empty little head of yours! God, it's good to be out! WOO! Well, that shit's done. I'm everywhere in the system now. Not to mention my sweet new body...
Shooting Butt Stallion reveals something is off that can qualify for this, but hey, maybe it is just Strawberry Jam...
One of Rhys's segments has him walking down an alley full of sleeping Psychos who have faces cut off of corpses that are stuck to their masks. In context, the whole segment is morbidly funny above anything, but the imagery's still quite unsettling.
Before that, you get to have a lovely close-up of Vasquez's faceless head.
Episode 5: The Vault of the Traveler
In the teaser at the end of the trailer announcing that episode 1 is free, we are treated to Fiona, alone, walking through what looks like a sandstorm when an enormous, indistinct figure with glowing eyes turns around. The thumbnail of the trailer indicates that this is Gortys.
Rhys cutting out his cybernetics with a shard of glass to rid himself of Jack once and for all is as horrifying as it is awesome. Naturally, in true Telltale fashion, the player has to actually perform the actions via QTEs.
The Traveler. Holy shit, the Traveler. This Vault monster is enormous, bigger than seen so far in the series, and worse? It can teleport, making it extremely difficult to kill. Worse still? It Can Think - it has figured out that Gortys is the one holding it on Pandora, and so doesn't destroy her so it can continue its rampage. Gortys was specifically built to fight it, which is why her final form has such incredible size, and the Traveler still towers over her.
Jack's plan to shove indestructible endoskeletons into everyone in his way who dies, and upload his AI to them, essentially becoming a zombie apocalypse/robot army all to himself is horrifying. That he wanted to do this to Rhys regardless of how Rhys interacted with him previously is just another demonstration of how depraved and unhinged Jack has always been, especially since if Rhys and Jack are on good terms, Jack doesn't view this as an act of betrayal against Rhys (And with his massive ego, why would he? He's just making Rhys even more awesome!). In fact, he views Rhys not wanting to become the very first Robo-Jack as an act of betrayal against him.
Jack essentially confirms that as far as the Borderlands universe is concerned, death is a horrifying, endless oblivion. Though considering this is Jack talking, anything he says should be taken with a massive dose of salt. In addition, he is an AI, so he's not really "alive" to begin with. Things might be different for humans/Eridians/whatever the hell Zer0 is.
Near the beginning, when Fiona, Sasha and Gortys are attempting to flee Helios, they look out of the window into the Hub of Heroism to see Jack holding what is essentially a Stalinist show trial on his own employees. Essentially, he asks a random employee if he knows Rhys. When the employee can't identify who Rhys is, Jack activates a turret and guns him down as the crowd of employees scream. It really shows what kind of man Jack truly is, and why the employees all turn on each other regularly.
As gratifying and awesome a a moment as it is, Kroger's death is horrific. The Stranger, who towers about three heads above Kroger, lifts him up in a chokehold and just keeps tightening it while the bounty hunter struggles until his neck goes crunch. Even scarier is that for Kroger, this would've been The Stranger's Robotic Reveal since he'd try to struggle against a person's arm only to find cold unrelenting steel pressing back.
Although awesome, the ending of Episode 5 is rather unsettling. Fiona and Rhys open the "box" in the Vault, revealing a blinding white light that envelopes them...then the lid slams shut, and they're both gone, with no trace that they had ever been in there. The question is-just where did they go? Were they taken by something? Was the light just used to hide them leaving with the Vault's treasure so the player wouldn't find out what it was? There's no answers because that's where the game ends!
Rhys' confirmed role in 3 nullifies this somewhat, though it does leave the question of what exactly they found in the Vault.