Many bad ends where Luka loses to a monster will result in him being eaten, with accompanying pictures and description. There are so many in fact that the game gives you the option to turn them off.
The further you go into the game: The more likely you are to get eaten by the monsters your fighting. The second chapter has almost half of its CG's involving you getting eaten. Justified Trope: The monsters you fight early tend to be smaller, and more intelligent. This is worsened by a large number of the intelligent monsters in part two behaving like total monsters in their free time.
The Roper. Most other monsters have at least a tiny shred of morality, but the Roper is actually stated to be an irredeemably Chaotic EvilComplete Monster that attacks anything it sees just because it can. The fact that it attacks by secreting digestive juices all over its prey doesn't help matters. Thankfully, they're apparently very rare...but that doesn't stop Luka from running into one.
Luka's fate if he loses to Frederika. He gets locked in a tiny underground room for an entire year being constantly raped by decaying corpses.
Absolutely everything about the Chimera Dryad. Even other monsters run away from it. It's the reanimated corpse of a human woman taken over by a multitude of parasitic carnivorous plants that devours anything it finds, both human and other monsters. It's the epitome of Body Horror and even Alice didn't know what it was.
Even worse, It shows up again in Remina, now with added vore features
Losing to the Cobra Girl in the pyramid. The Cobra Girl is obscenely cruel and sadistic, torturing Sara while she rapes Luka, hurting her every time she makes him orgasm and eventually killing her. It drains ANY eroticism out of the scene and makes it truly horrifying.
Luka's sword, Angel Halo, is pretty unnerving, what with being made out of 666 melted angels. Many of them are still partially visible, half sunk into the metal.
And some of them moan in pain sometimes.
Some of the art of regular enemies can cross over into Uncanny Valley, like the Frog Girls. While they may not be out and out scary, they are somewhat unsettling to look at.
The entry for Zombie includes that if you die, there is a chance of you being turned into a zombie. The Girl then proceeds to rape you for eternity.