Hmm, there are quite a lot.
Milla's nightmares, yes.
"Help us Milla... help us..."
"Why did you let us die...?"
And not really creepy, but a bit messed up: Clem and Crystal. You see them hiding poison behind their backs. You see them on the roof. (I actually thought they were trying to off Raz, at one point). Then Crystal goes on about they were trying to commit suicide. O.o Creepy in a not scary way.
I actually thought the scene where Loboto took out Dogen's brain was pretty scary, what with Dogen screaming in the background.
Ooh, looking at Boyd. You could tell he was meant to be insane with the design of his eyes, I thought. That sounds weird, though.