Yeah the stuff that really sticks out to me is some of the more horrifying stuff that the Capitol and District 13 do in the books. Off the top of my head: The mutts at the end of Katniss's first Hunger Games are much darker in the books than in the movies. The avoxes are more fleshed out in the books, and speak to just how far the Capitol will go to oppress people. The imprisonment and torture of Octavia, Venus and Flavia in District 13 was completely left out of the movies, to terrible effect I think because in the books that's a huge signifier that Coin should not become President. And just in general the suffering of people in the outer districts is a lot clearer in the books. The movies kinda take a lot of that out and replace it with an emphasis on a love triangle that barely even exists in the books.