[[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.
** Taken UpToEleven in the novelization's depiction of events; the head is described as “jumbled in with a horrible assortment of charms and spells, monkey skulls, dried spiders and other things Dorothy did not want to even imagine.” ''Yikes''.
* 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!"]]'' The Wheelers are shown [[ScrewThisImOuttaHere quickly getting the hell outta there]] during that.
** 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. Several Wheelers fall into it as a group of them chase after Dorothy and company as they fly precariously over it in the Gump. We get to see what happens to one of the Wheelers, who turns into what seems to be a sand sculpture of a Wheeler, and then it gets shocking when his entire head and face start to crumble and fall apart into simple loose sand, as though nothing had ever been there in the first place.
* 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's 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 survived the torture, many were left with burns and are severely traumatized. Granted, modern psychiatric medicine has refined ECT into a less traumatic form which is useful for treating certain serious illnesses (depression and mania), but this is clearly ''not'' that kind of ECT.
** 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. "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]].
* The Nome King's DeathTrap of a game. He turns the Scarecrow into an ornament, hiding him in a huge room of bric-a-brac and instructs Dorothy and her friends to go in one by one. They have three guesses each to find the item the Scarecrow has become, and if they win they can leave without harm. What the Nome King doesn't tell them is that if they guess incorrectly, they themselves will be turned into ornaments. Dorothy figures out the Nome King's game, realising Ozians turn into green-coloured ornaments - and we see plenty of those during the opening pan of the room. So how many other Ozians [[AndIMustScream have fallen for the Nome King's game]]?
* Dorothy and the mysterious girl escaping from the hospital, and winding up getting swept up in a river during a terrible storm. Dorothy only survives because the girl helps her climb onto the porch, which broke off the hospital and wound up floating in the water, and use it as a raft. [[NothingIsScarier The girl herself just vanishes beneath the water]]... [[spoiler:Don't worry, she's okay. But that still must have been terrifying for Dorothy, who, as far as she knows, just watched a child and her only ally die.]]
* During the scene where Dorothy blames The Nome King for turning The Gump into a ornament at the guessing game, he explains to them to visit his Fiery Furnace which we get to see flames appear briefly.