Pillowman
The imagery of the titular "Pillowman," who is literally a man made of pillows, makes his character all the darker and more disturbing. By Katurian's description, he resembles the Pilsbury doughboy, a chronically soft man-baby whose appearance would suggest that he is endlessly loving and kind-hearted. This contrasts hauntingly with his mission in life, which is to convince young children who are destined for lives of misery to kill themselves.
The Little Jesus
The story of the little Jesus creates such vivid and horrific imagery that it causes Ariel to break down while recounting it. It tells a story of brutality, torture, and violence towards a young girl, and is quite horrific.
Green
The twist at the end of the play is that the third child that Michal is alleged to have killed isn't dead at all. In fact, Michal's treatment of her was inspired by the story of the green pig. Ariel finds the girl painted green and living happily in a little cottage. He brings her into the station, and the sight of the girl, whom everyone believed to be dead, but is actually just green-hued, is a shocking one.
Katurian with Head Wound
Immediately after Tupolski shoots Katurian in the head to execute him, Katurian keeps moving, evidently assuming a kind of omniscient position in the afterlife. He has a fatal head wound, but continues narrating the plot of the play. This image seems to suggest that even after death, Katurian maintains some kind of power as a storyteller.