Sebastian Shaw's inexplicable afterimages. You're seeing what a Voice of the Legionwould look like.
Azazel, Shaw's teleporting mutant, took people from within the CIA base and appeared in the sky before dropping them to the hard ground below! Now, think of going to sleep only to wake up in the air and FALLING.
Eric's talk with the bank manager. After the manager refuses to tell Eric where Shaw is, Eric threatens to pull his metal fillings out. Then, when the bank manager tells him, he rips them out anyway. It left this troper thinking how cruel Eric had become.
Of course, the Argentina scene quickly answered that question.
The mere fact that a quite high amount of both humans and mutants are fine with genocide.
Charles screaming in pain as Erik slowly and deliberately drilling a coin through Shaw's head who Charles was telepathically connected to at the time.
Actually, the thing by itself would be horrifying enough.
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