[[caption-width-right:210: Rock King From Hell]]
Spoilers below.
* The Wheelers in their introduction; LaughingMad, human headed things with wheels that creak very loudly, complete with high-pitched calls. And their threat:
-->"You'll have to come out eventually and when you do... we'll tear you into little pieces and throw you in the deadly desert!"
* The head scene when Dorothy went to retrieve the Powder of Life from the 31st head of Mombi in a corridor of heads. When she finally opens the door and gets the powder, the head comes to life and says "Dorothy Gale" in a CreepyMonotone, then the other heads wake up to scream loudly as she runs away from the headless Mombi.
* When The Nome King [[VillainousBreakdown loses his temper]] and and becomes a huge one eyed giant intent on eating the main cast.
** And shortly before that when he shrieks in rage at Mombi in an utterly inhuman voice, ''[[PunctuatedForEmphasis "YOU! LET! HER! ESCAPE!"]]''
** Furthermore, the death scene of the Nome King as he begins to decay rapidly after eating his one weakness, a chicken egg.
* The Nomes themselves are demonic, but the scariest ones are the ones that reach out at the Scarecrow. But it is shot a first person perceptive; [[TheFourthWallWillNotProtectYou so it looks like they're trying to get you.]]
* The Deadly Desert. It surrounds all of Oz, and if you touch even a toe in it, your body turns to sand. One of the Wheelers has this happen to him to demonstrate as Dorothy and company fly precariously over it in the Gump.
* Outside of the more fantastic scares of Oz, there's the fact that Dorothy gets there after escaping a [[BedlamHouse mental hospital]] where she was about to get electroshock therapy. Let me say that again: Dorothy, a little girl, was about to get electroshock therapy. It's made even worse if you know your history; electroshock therapy and even ''[[MindRape lobotomies]]'' were not unknown for children in early 20th Century psychological 'treatment'. And mind you, electroshock therapy can ''kill'' and there are many cases where patients actually died from the treatment; as for those who survive the torture, many are left with burns and are severely traumatised. You will be hard-pressed to find anyone alive who came out of the experience nonchalantly...
** The mental hospital was creepy enough on its own. At first, it seems like a perfectly nice, reputable place. Then we see the rest of it. It's got all the staples: dirty, dimly lit hallways, [[OrderliesAreCreeps creepy orderlies]], [[BattleAxeNurse an even creepier nurse]], and a doctor who seems a little ''too'' enthusiastic about trying his new therapy on a preteen girl. And then there are the "damaged" patients who've been locked in the cellar...
** The way the doctor tries to anthropomorphize his electroshock machine to Dorothy is even worse. [[NightmareFuel "Look! Those are his eyes, he's happy to see you!"]] [[ParanoiaFuel One wonders if he's done this with the 'failed' patients kept in the basement.]]