Complete Monster: At least one per book, and these are complete monsters by the standards of Ellroy's characters.
Crowning Moment of Funny: Pete Bondurant forcing a Klansmen ally to hand out frozen turkeys in a poor black neighborhood dressed as Santa Claus.
Nightmare Fuel: Any of the many, many descriptions of torture. One of the worst is the extract from the killer's journal in The Black Dahlia. Also the woman in so much pain, with her head being crushed in a vice that she bit out her tongue so she couldn't talk - forcing her captors to kill her from The Cold Six Thousand.