Goddamned Bats: Anything weaker than a Ninja goes down in a few hits, is really easy to hit in the first place and spawns about 5 times as many actors onto the map. Particularly bad are Shrooms and Birds, who continue to spawn after most enemies would have been required to be killed twice over.
Awesome Music: Basically all of it, but the band's work starting with Eater of Birds especially counts.
Ensemble Dark Horse: They may qualify as one for U.S. black metal. While a lot of people love USBM overall, others... don't. Cobalt are one of the few bands in the scene who don't seem to invite polarised reactions, possibly because they manage to have a very unique sound without sacrificing any of the aggression that fans want out of the genre.
Epic Riff: Oh so many. Eater of Birds is a veritable goldmine of them, and their other albums also feature them in abundance.
Growing the Beard: Usually this is considered to have happened with either Eater of Birds or Gin at the latest. Eater of Birds is the point where their sound became truly unique, while Gin is often considered an improvement on even that album's high standard.
Jerkass Woobie: McSorley is arguably a real-life example. His bigoted rants are pretty difficult to forgive, pushing him into Jerkass territory, but he's also almost certainly a Shell-Shocked Veteran and doesn't seem to bear Fell or Wunder any ill will for being kicked out of the band, which could move him into this category for many people.
Nightmare Fuel: This will come with the territory of them being a Black Metal band for some people. McSorley's experiences in combat may also lend their music an authenticity some other metal acts may lack, which may make the albums he appeared on more frightening for some listeners. Even the non-metal pieces can be very unsettling, particularly the full-length version of "Ritual Use of Fire", which seems to have been specifically composed to be as unnerving as possible. The Scare Chord where McSorley shouts "You motherfucker!" stands out as a particularly obvious example of this, but the whole piece just sounds slightly wrong.
Paranoia Fuel: Again, "Ritual Use of Fire", but particularly the second part included on Eater of Birds, which feature some bizarrely distorted and possibly backmasked voices speaking.
Replacement Scrappy: Charlie Fell seems to have managed to avert this, which is almost unheard of in two-man metal bands, and especially ones in which each member had placed such a large stamp on the band's music. It helps his case that the release he debuted on, Slow Forever, is regarded as one of the band's most ambitious and satisfying efforts to date, and it also helps his case that the incident that got McSorley ejected from the band revealed him to be a bit of a jerkass, to put it mildly. The fact that McSorley apparently remains on good terms with the two present-day members of Cobalt probably also helps, as does the fact that Fell's previous work with Lord Mantis had made him a very well-regarded and respected musician in his own right.
Squick: Some of their lyrics, especially those on Gin with all its violent, sexual imagery, could count.
Tear Jerker: "Ritual Use of Fire I", the first excerpt on Eater of Birds, which is a beautiful classical guitar piece sandwiched in between two incredibly heavy songs.
The song itself doesn't give off this impression (you'll more want to headbang furiously than cry while listening to it), but the lyrics to "Ulcerism" could count.
"I stand and stare over a vast bay
Climbed a tree and said goodbye to the day
I watched her sail to the land beyond
And turned to stone when the sun was gone"
"The Old Man Who Lied For His Entire Life" on Gin.