* The episode "God" is entirely serious. It's a flashback to Louie's childhood at about the age of nine, in which he acts out in Catholic School, and his teacher brings in a guest speaker. The guest speaker goes in to horrific detail about the tortures Jesus endured and acts them out on a student in pantomime. He calls Louis from a pew, gives him a mallet and a nail, and orders him to drive them in to his friend (he doesn't). That night, Louis has a nightmare about crucifying his friend. He wakes up, runs back to the church with a hammer and pulls the nails out of the Jesus on the church's crucifix. They find him in the morning asleep, crying and hugging the plastic Jesus.
* Halloween shows [[AdultFear a different kind of fear]]. Louie takes his girls trick or treating, and since the divorce he only gets to take them every other year and responds to pressure to push it a bit later into dark. The fun, kid-friendly Halloween begins to become the scarier adult version -- and then two guys in costume start following Louie and his daughters and harassing them, especially trying to torment the daughters.
* Louie's daughter going missing for several hours. His frantic attempts to find her is a whirlwind of confusion, terror, and guilt.
* The profound father complex of the mother Louie hooked up with.
* The dream sequence in "New Years Eve" is just full of existential terror of loneliness and failure.
* The opening to the episode "Gym" has Louie falling asleep to a newscast, where the anchorlady starts saying inappropriate things. Louie, weirded out, pauses it... and her expression gradually transforms from a newscaster-appropriate cheery face into a terrifying glower. The scary part is that it happens so gradually that you likely won't notice it's changing until suddenly she's got a NightmareFace.