And I Must Scream: When somepony loses a challenge to the Game Marester, she turns them into a trophy. However, it's heavily implied that, even as a trophy, they're still awake.
In Chapter 12, Pinkie's Confidence reveals the crystal arena where she is being "punished" for its sins actually has the rest of the emotions and personality traits trapped inside, unable to communicate and is the main reason why Pinkie Pie is in her coma.
Ass Kicks You: Mare do well does this a few times, starting with Small Change. Notably against Mr. P.
Badass Normal: Pinkie Pie turns into this as Mare-Do-Well, thanks to lots of training and determination.
Breather Episode: Chapter 9 has almost literally nothing to do with Mare-Do-Well, and instead focuses on a dare Rainbow Dash made with Pinkie to prank a long list of different characters that Rainbow has never been able to prank. In fact, if not for a brief few sentences in which Pinkie heads out as MDW again, this chapter could be an entirely separate story altogether.
May also count as A Day in the Limelight for Rainbow Dash, as the story is shown through her perspective rather than Pinkie's for once.
Chekhov's Gun: Pinkie Pie tries to solve the Cup and Balls magic trick earlier in Chapter 6. It turns out to be the All or Nothing final challenge Game Marester uses in Chapter 7.
After Pinkie asks for help from the rest of the mane six in the second chapter, she requests one thing from each of them. Everything she gets is either used in the next couple chapters or has already been used...except the meditation help from Fluttershy, which seems to have been forgotten. Pinkie later meditates in chapter 8 to heighten her senses and locate the captured children.
Cliffhanger: Naturally. Usually takes place at the end of the first chapter of the occasional two-chapter arc, such as the Game Marester arc. However, possibly the most chilling example would be at the end of chapter 11: Pinkie Pie seemingly gives up on Mare-Do-Well and appears to write a suicide note on Gummy's grave in blood. This is made worse by the very final text; normally each chapter ends with "The Legend of Mare-Do-Well trots along..." or "The Legend of Mare-Do-Well will resume...", but this one presents it as a question: "Will the Legend of Mare-Do-Well still trot along?"
Continuity Nod: In one chapter, Spike mentions preparing a gem to eat on his birthday, referring to the events of "Secret of My Excess". Another nod to the same episode happens a couple of chapters later, when Pinkie is shown to be staying at Twilight's house until her bedroom at Sugarcube Corner is repaired from Spike's rampage.
Could Have Avoided This Plot: If only Rainbow Dash read the letter that Pinkie sent her, Dash would have realized Pinkie was preparing a cake and party for the anniversary of the day she first arrived in Ponyville from Cloudsdale instead of following the prank list that Dash feared.
Felony Misdemeanor: When the Game Marester beats Pinkie at jump rope, the latter then considers it "personal".
Captain Halberd lives and breathes this trope, ranging from his reaction to getting hit with a pie to declaring a war on crime after he was pranked with ink all over his face and uniform. Or so Rainbow Dash thought. Turns out he was overreacting over a supposed stolen medal that was in his house the entire time.
Food Fight: The climax of Pinkie's shattered nerves and stress in Chapter 5 becomes this. See below.
"I Know You're in There Somewhere" Fight: A variation; the five remaining mane cast members enter Pinkie's mind and find her Confidence, which has become depressed due to Guilt taking over. They are forced to use this to get her back to normal.
In chapter 12, we go from the mane six desperately trying to help a near-dead Pinkie Pie (a ponification of her Confidence) fight her a memory of Dr. Caballus (her Guilt) to Dr. Caballus using his magic to make Applejack and Rainbow Dash do embarrassing dances for entertainment.
OOC Is Serious Business: Whenever Pinkie Pie has her straight mane (but not her darkened hue), she is deadly serious.
Chapter 10 shows her in this way. The rest of the Mane Cast actually get worried when she swears.
Out of Character: Pinkie Pie and Mare-Do-Well are entirely different in personalities; Pinkie is herself and MDW is The Stoic, so the latter is this for the former.
Pie in the Face: Pinkie Pie does it to herself by accident, which immediately starts a war. Captain Halberd getting hit with one ends aforementioned war.
Sanity Slippage: Dr. Caballus wasn't exactly sane from the beginning, but he at least seemed to be in control of himself. As time goes on, he goes absolutely insane.
Secret Identity: Pinkie tries to keep her alter ego as Mare-Do-Well a secret from everypony but the rest of the mane cast, which ends up causing her quite a bit of stress. It decreases greatly when she reveals her secret identity to the Cakes.
She's Back: After her Heroic BSOD, Pinkie returns to normal thanks to the rest of the mane six cheering up her Confidence.
Yank the Dog's Chain: In chapter 11, it seems like Pinkie has more or less succeeded, and is going to safely escape from Dr. Caballus. Except Gummy was fatally poisoned when he swallowed and spat said doctor out. The poison kicks near the exit when Dr. Caballus activates a deathtrap to finish the job.