A little way into the series you realize Lemony Snicket is one of the characters of the story, while Daniel Handler is the real person behind the books, sometimes pretending to be the character. So far so good, until Daniel Handler himself appears in the Unauthorized Autobiography (and is subtly referenced elsewhere in the books), and they both appear to have very similar writing styles, somewhat similar appearance and very similar voices (judging by the audio-books). Fridge Brilliance kicked in when I realized that in-universe they're also the same person, but the situation is reversed. In real life Daniel Handler is the real one, using Lemony Snicket as his pen name, while in-universe Lemony Snicket is the real one, using Daniel Handler as an assumed persona (being his own literary representative) to hide in plain sight, while on the run from his enemies and the Law. Given how bad people are in this world at seeing through Paper Thin Disguises, it probably works very well, and allows him to live a somewhat normal life.
The Incredibly Deadly Viper offers the Baudelaires an apple. It's an apple that will cure them of poison but the symbolism of a snake offering an apple is linked to the knowledge that Ishmael is keeping from his colonists. To him they are children and need to be protected from the horrors of the world...but with it, they are protected from the many amazing trivia facts that will protect them from these horrors (not to mention making their lives less boring and worth living)...much like the kind of black humor that this book uses to teach children random facts and give them a story that does not have any trite resolutions or happy endings. Oversymplistic lesson but it's there.
In The Bad Beginning 14 year old Violet is being forced to marry the much older Olaf who is her guardian (it's a play so no one will object to her being so young) because he has her sister Sunny and will kill her if she doesn't, all so he can have her fortune. However, this becomes Squicky when you consider all the lines he throws around about how pretty she is and how "You may not be my wife, but you are still my daughter". He also decides that he'll let her live even after he has the fortune. In the next book he has a knife to her THIGH under the table. This implies that he intends to rape her.
And don't forget the line, "Violet imagined sleeping beside Count Olaf, and waking up each morning to look at this terrible man." Handler must have known what that would imply to his older readers. Then there's this line "Now if you'll excuse us, me and my bride will be off to have our wedding night..." This indicates that rather than just the money he's possibly interested in Violet in that way as well. This coming from a psychopathic criminal who looks like an old man, and who was most likely behind the fire that burned down her house and killed her parents, just makes the implications even creepier.
When the hook-handed man has Violet cornered in the tower during the rescue attempt for Sunny: "Yes, boss. Yes, boss, of course I understand she's yours, boss." The emphasis is the author's. It sure seems like Olaf has to order the hook man not to rape her because he plans to do it first.
For that matter, quite a lot of Olaf's incredibly creepy group of sidekicks (most of whom are male) describe Violet as being very pretty. One such time is in The Hostile Hospital, where they comment on how pretty Violet is while she is unconscious, Strapped to an Operating Table, and about to have her head sawed off (which they remember, given that they comment also about how smart she is and how it will do her little good in a short while). Erm...
In the fifth book "The Austere Academy" the school's motto is Latin that literally translates out to "Remember You Will Die". It can also be translated as "Remember Your Mortality", which also indicates that you aren't anything more than a human. Which means that if you are a troublemaker (or if the teachers see you as one) you can - and will - be broken down, by any gruesome means possible.
In the eighth book "The Hostile Hospital", the eponymous hospital is set on fire with the Baudelaire siblings still inside. "Mattathias" (Count Olaf) orders everyone to catch the children... before getting the patients out of the burning hospital.
Not mention the fact that it was ambiguous as to if any of the patients got out. In fact, it didn't describe ANYBODY getting out.
Same for the hotel fire in The Penultimate Peril.While the children do warn everyone to escape, the narrator himself says the he doesn't know who survived and who didn't. Also, everyone was afraid to take off their blindfolds, so even if anyone did try to escape, they'd be stumbling around blind. While the entire building is burning down.
In The Penultimate Peril, either Frank or Ernest uses Sebald Code upon the ringing of a bell to ask the Baudelaires I can't tell if you are associates or enemies please respond. But even if the Baudelaires had known Sebald Code, they still wouldn't have been able to respond correctly because 1) the message gives no clue as to which twin it is, and 2) both sides of the schism know the codes.
In the movie, it's all about the money. In the book, however, it's much more explicitly suggested. Also, Olaf was related, albeit distantly, to the Baudelaires, which is why they were sent to live with him. Think about that for a second; he has no problem with sleeping with his own, fourteen year old... let's just say cousin, for the sake of brevity.
Count Olaf is very grandiose in his actions to the point where any kid in the theater would fall in love with him. This was probably the intention of the director and of Jim Carrey, adding comedy in the movie and allowing kids to be more shocked by his homicidal tendencies. However, to older audiences, this ability to attract younger kids while complimented with his later obvious psychological issues makes him appear far scarier.
There's a deleted scene where Olaf and his troupe play spin-the-bootle and the white-faced women get picked. In the book, they are SISTERS.