There is something out there

At the end of the transistor missions, The Hobo is sucked into the sky by a tractor beam while a disembodied voice echoes. While it cannot be proven whether the tractor beam was aliens, government black ops technology, or something else entirely, this confirms that the paranormal exists to some extent in the world of Bully.

Dead students

There were rumors of a serial killer at Bullworth Academy from the early days of the game.

Youtuber SWEGTA investigated the game, using cheat codes to explore rooms that would not normally be accessible. In the Biology classroom, there are two different heads belonging to teenage males preserved in formaldehyde jars. There is, however, no way to determine whether the boys were murdered or if they died for other reasons and Dr. Slawter simply had access to the cadavers.

Ambient noises

If the player wanders in certain areas of the game, they may hear unexplained sounds. The sound of a running chainsaw and laughter can be heard coming from a rundown house in Blue Skies Industrial Park, at any time of the day. Snoring can also be heard, and smoke can be seen inside as well. In the run-down houses and apartment buildings in eastern New Coventry and near the bridge to Blue Skies, voices can be heard at any time of the day and night. The words are muffled and full of echoes, although a young boy yelling "no" can be heard clearly.

The ambient noises near the Blue Skies bridge were located in the game files, and refer to a playground. No playground has been found. However, it has been proven that some things were cut from the game but not fully removed. For example, there was once a pizza parlor in New Coventry near the police station, and standing near the station plays the pizza parlor ambient files.

'G/O Media’s management is once again punishing workers for its own bad decisions'

(I actually enjoyed it)