I think horrific death scenes are very, very subjective. Some people are affected by scenes that are particularly violent. Personally, I get disturbed and affected by any death scene that was done in a way where I can imagine the death and it creeps me out. Many times it's due to the believability of the actor more than any effects.
Examples that horrified me:
Again from Saving Private Ryan, when Adam Goldberg's character gets killed by the German soldier they let go earlier in the film. The struggle, the "stop it, stop it" as the bayonet blade comes closer and closer to his chest, the slow entry of the blade into his chest, and the soft words of "who-knows-what" spoken in German by the soldier doing the killing. That scene really disturbed me. I could actually visualize the knife entering the heart. Gives me shudders thinking about it
Werd...that part also bothered me greatly. Goldberg's character is begging for his buddy to help him, as his buddy is cowering in fear in the corner, afraid to react to save his friend.
It was as if the German soldier was actually believing that he was doing Goldberg's character a favor as he somewhat tenderly overpowered him and tried to comfort him as he killed him, then walking down the steps past the other guy and patting him on the shoulder as he wiped of his knife. That was very