LUNA: Muggles think these keep evil away, but they're wrong.
Luna is commenting on what appears to be a set of chimes in Fleur and Bill's house. We're pretty sure the kids can use all the help they can get keeping evil away as the film begins.
MCGONAGALL: If you would, I would like you please to lead Miss Parkinson and the rest of Slytherin house from the hall.
When Pansy Parkinson suggests that the school give Harry up to Voldemort in order to save themselves, McGonagall isn't impressed. She's had just about enough of the Slytherin students' self-interested ways, so she has Filch take Pansy's whole house down into the dungeons while the rest of them fight Voldemort.
HARRY: He knows if we find and destroy all the Horcruxes, we'll be able to kill him. I reckon he'll stop at nothing to make sure we don't find the rest.
High on the list of most wicked/disturbing things Voldemort has done: making these things called Horcruxes that have allowed Voldemort to divide up his soul into little pieces. Oh, yeah, and we should mention that you have to kill people in order to make them. That's some serious evil genius-level stuff.
NEVILLE: They like punishment, the Carrows.
SOMEONE: They did that to you? Why?
NEVILLE: Today's Dark Arts lesson had us practicing the Cruciatus Curse. On first years. I refused.
When Harry, Hermione, and Ron arrive at Hogwarts to look for a Horcrux, they see that Neville's been roughed up a bit. Turns out two sadists, the Carrows have been running Hogwarts, and they have an appetite for torture and punishment.
HELENA: I know what he's done! I know who he is! He defiled it with Dark magic!
When Harry is trying to find Rowena Ravenclaw's last diadem, he discovers that the ghost of Ravenclaw Tower, Helena (Rowena's daughter), had her own unpleasant run-ins with Voldemort. In fact, Voldemort turned that nice diadem into a Horcrux, which is what Helena means when she says Voldemort "defiled it with Dark magic."
SNAPE: The boy survives. He doesn't need protection; the Dark Lord has gone.
DUMBLEDORE: The Dark Lord will return. And when he does, the boy will be in terrible danger!
Even though Harry spent his early life kinda-sorta protected from Voldemort's evil, Dumbledore knew that Voldy would always come back. So, he tries to enlist Snape to help protect the kiddo from an evil that will be coming straight for him when it returns.