The murder that drives the plot is incredibly creepy. A woman is abducted, drugged, tortured with a knife and strangled? Nightmarish enough, but taken Up to Eleven with the staging of the body. The victim is stripped naked, posed in some surrealistic praying position, with a symbol drawn on her back and wearing a crown of deer antlers.
The music by composer T Bone Burnett during the scene of Cohle and Hart's initial discovery of Lange's posed body just adds a lot to the creepiness.
The reveal of the antler girl drawing in the burned-out old church. There's something Uncanny Valley-ish about the art style used for it, too.
Cohle recounting to Hart the gruesome method the Mexican cartels he dealt with use on their victims; they tie a man down with duct tape to a chair bolted to the floor, cut around their face and then pull the skin off after which they cut his penis and testicles off and shove them down his throat. The man then either bleeds or chokes to death - all in front of a mirror.
Cohle's behaviour in 1995 (mentally ill reclusive, relapsing alcoholic, and quite antisocial) would be bad enough in a normal person. The fact he's a police officer, meant to protect the public, just makes it worse.
At one point, Cohle suspects a retarded/ mentally ill man in the church's congregation who was a convicted sex offender of being the murderer. The reverend quickly proves it couldn't have been him, as Cohle discovers when he quickly inspects the man. He had been sloppily castrated in prison, enough that he couldn't have raped Dora Kelly Lange.
The entire sequence leading up to that- especially Cohle's monologue- ratchets up the tension very effectively and disturbingly.
In the 2012 interview, Cohle mentions killing a man in his undercover days who injected his own infant daughter with crystal meth out of a desire to "purify her." At another point in 1995, Hart relates a story he heard about an addict killing his fiancée and cutting her up into little pieces when he was high and then, feeling remorse, tried to glue her back together.
Anyone familiar with The King in Yellow felt like they had a bucket of cold water tossed over them in episode 2. This case just got much, much crazier.
Likewise, when Hart and Cohle go to interrogate him for the second time, Charlie Lange shares comments told to him by Reggie Ledoux about devil-worshipping rich men, makes reference to Carcosa, the Yellow King, "old stones" and the sacrificial killing of women and children in some remote woods. Fans of the Cthulhu Mythos know this sounds very much like a typical Lovecraftian cult.
The shootout at the end of episode 4, with all the bullets flying and an overhead shot of people swarming over the scene, it's plainly obvious that a lot of people are dead and the police have little to no control over the situation. Cue credits.
When arrested, Ledoux tells some rather troubling things to Cohle in a disturbingly resigned tone. He sees the corruption within Cohle, as his partner did, tells the detective that he's in Carcosa now, and alludes to the "black stars".
The abandoned school, which clearly has something to do with some very bad things linked to the case and looks like it's straight out of Silent Hill. Made all the more worse with the music swelling as Rust investigates it. You're just waiting for some terrifying reveal. Nothing Is Scarier indeed.
Marty's family's subplot in Episode 5 is rich with Adult Fear. By 2002, his daughter Audrey becomes the moody, rebellious, All Girls Want Bad Boys type of goth and Marty catches her being double-teamed in a car by two older boys. All this while present day Marty is talking to the detectives about how time slipped through his fingers and he was inattentive where it mattered most.
Hart: "Remember what I said about the detective's curse? The solution to my whole life was right under my nose; that woman, those kids... I was watching everything else. See, infidelity is one kind of sin, but, my true failure was inattention. I understand that now."
In the first scene of the next episode, he engineers a pretty creepy situation to abuse his power as a policeman. When the two older boys are in a cell, he gives them an ultimatum: either they let him beat them badly, or he'll send them to prison where he'll use his contacts to make their lives living hell.
Speaking of Adult Fear, the scene in the final episode, after we learn that Errol is the Yellow King - he's shown painting what looks to be a school building bright yellow, and is standing on a ladder near a bunch of playing children, whistling the most eerie tune imaginable as he works. The fact he's previously shown maintaining school buildings and their property, putting him in an area with very easy access to children, is sure to freak out anyone - especially if they have children.
The reason Marty left the police force. Someone tried to dry their baby off in the microwave.
The videotape. Dear god, that videotape. Incredibly unnerving without showing anything. Cohle refuses to watch it a second time, staring at the massive spiral on the storage unit's door. It was so horrible that Hart is immediately willing to devote the rest of his life (since he may die) to helping Cohle, the same man he never liked and the same man who put the final nail in the coffin for his marriage.
While the two's reactions indicate how nightmarish the crimes committed in the tape are, the small snippets we see are insanely horrifying in their own right given the context. A gathering of freakishly masked men drag a weeping, terrified little girl dressed in the ceremonial antlers like those seen on the first episode's victim to an altar-like surface, pin her down, and hold her legs apart as a masked figure with a knife walks slowly towards her.... Even though we (thankfully) dont see what happens next, the implicationsareabundantlyclear.
Ms. Dolores, the old woman who used to work for the Tuttles. During most of her interview with Cohle and Hart, she seems like the typical friendly, slightly dotty grandmother. That is, until Rust shows her drawings of the devil nets. Not only does she recognize them, she is happy to see them. She wasn't just aware of the cult, she was a member! It almost implies that the Yellow King cult is even bigger than Rust thought.
The weird, abandoned Civil War fort in the season finale, with dusty old tunnels stuffed with branches, dark rooms where a killer might be hiding, and last but not least, an effigy of the King in Yellow made of skulls, antlers and yellow rags, with a stone slab in front of it. Errol calls it Carcosa, and it lives up to the city's reputation.
The fact that Errol was drawing Rust closer into the ruins with his soothing taunts of "Come die with me, little priest" certainly adds to the creepy factor as well.
"Take off your mask!"
This particular line will drive a shiver down the spine of anyone who is familiar with The King In Yellow.
Various trophies are scattered throughout the maze, including children's shoes and a mummified corpse.
Cohle's hallucination of the cosmic void in at the Yellow King altar, if you interpret it pessimistically.
Before the chase, Cohle gets so creeped out by Errol's house that he immediately knows it's the place. Then, when he examines the shed, he finds Errol just standing near some woods, staring at him.
Velcoro beating the father of his child's bully. Imagine being a child and watching your father get beaten to a pulp and being told it's all your fault. Especially when it is your fault.
Caspere's death. He had his eyes burnt out first, and an unexplained pelvic injury.
The Birdman, a shotgun-toting, torturing figure all in black and an eerie mask.
The opening of episode 3, a very Lynchian scene with Velcoro and his father in a dive bar. Particularly the reveal of the resolution of the previous episode's cliffhanger.
The shootout at the end of episode 4, pure chaos, with multiple civilian casualties and officers down.
Ray's plan for his wife's actual rapist: he'll cheesegrate his flesh off, including his penis. Other parts, such as his lips and testicles, he'll simply slice off while keeping him alive.
Nails nailing and removing a nail from one of Amarilla's men just to get him to talk.
The "powerful men" orgy from Ani's perspective, reeling from supposedly pure Molly but what seemed more like a date-rape drug. Older men leering at her, nightmarish and trippy sex scenes, and Ani having creepy flashbacks to a man from her childhood on the commune...
Frank interrogating and eventually executing Blake. On the one hand, it's extremely cathartic. But on the other hand, Frank shows once again that while he may not be as monetarily powerful as he once was, he is still a huge physical threat. Special notes go to his crazy eyes as he strangles Blake and how watches him die after he shoots him in the stomach.
Frank: "Look me in the eyes. I wanna watch your lights go out."