On occasions, The Dog comes out of the game and follows the protagonist around, watching him, at points recording him with a video camera (though he can be caught and scared off). This can result in the death of the mom, and possibly the death of the protagonist.
The fictional game that is frequently played is akin to "Duck Hunt," where you are killing (digital) ducks. They are clearly shown falling from the sky when you land a hit on them.
Theres a similar "Usually comical thing goes dark" thing here. The Dog sometimes dances around like a clown might, but no explicit clown imagery is shown.
The Dog's "demon form" has blood dripping out of it- as well as any instance in which The Dog is defeated.
Additionally, the protagonist/the protagonist's mom can be murdered, and blood is shown then as well.