This is explicitly the theme of the old (early-1900's) play, "Babes In The Wood", with a wicked relative leaving the children to die in the woods so the relative can inherit the children's estate. In the original, the children die and the birds come and cover them with leaves. After the appeal of this light tragedy wore off, there were many subverted versions made where the children survive somehow.
In Antichrist, a couple retreats to a cabin in the woods after their baby falls out of the window while they are having sex. There, the wife goes Ax-Crazy, hits her husband in the testicles and attaches a millstone to his leg, and then cuts her clitoris off. He's forced to kill her and burn her corpse. Something to do with a fox, a deer and a bird. Also a more subtle, disturbing and creepy take on the trope, as it manifests as evil acorns, forest animal stillbirths, and waking up with ticks all over your hand even before the genital mutilation.
In The Blair Witch Project, the evil in the woods of Burkittsville is never explicitly shown or explained, but it involves a dead child-killer, the ghosts of the children he killed and a witch or hairy creature that can mimic the voice of her victims. Things don't go well for a trio of film students who get lost in the woods
In Deliverance, four yuppies go on a canoeing trip in the backwoods of Georgia and run afoul of the local hillbillies. One of them gets raped, another dies when going over a waterfall, and the three left alive have to defend themselves from a sniper up on a cliff.
In Dog Soldiers, a bunch of British marines on a training exercise in the forest get attacked by a pack of werewolves and are forced to hole up in a cottage, which turns out to be owned by one of the werewolves themselves.
Two thirds of the Friday the 13th installments, where generations of teenagers visit the infamous forestbound Camp Crystal Lake and come up against the vengeful, hulking zombie of a drowned boy named Jason Vorhees. They're always being warned. They always ignore the warnings. They always lose the use of vital organs.
Halloween 5: The Revenge of Michael Myers ends with Michael Myers chasing the protagonists into an eerie, foggy woodlands with a car. When he crashes the car, he gets out completely unscathed and proceeds to stalk the victims through the forest with a butcher knife.
In House of Wax (2005), a bunch of teenagers (including Paris Hilton) driving on their way to a holiday (or some such) wind up in a seemingly deserted town in the middle of a forest, and fall prey to a pair of serial killers who turn all who come there into wax statues.
The original Mothers Day features a trio of woman going on a camping trip, only to be abducted by a family of psychopaths.
In Pans Labyrinth, during the height of the Spanish Civil War a little girl whose mother is married to a fascist captain goes with her mother and stepfather to a retreat in the forest, where she gets wound up in (possibly imaginary) antics involving the fauns and fairies who live about the estate, discovering the secret to her past in the process. Ultimately subverted in that the forest-dwelling fey creatures are good, despite being incredibly creepy.
In Timber Falls, a couple goes camping in the mountains and falls prey to a pair of deranged fundamentalist catholic maniacs.
Tucker & Dale Vs. Evil parodies the trope: The preppy college kids camping in the woods think the hillbillies inhabiting in a rundown shack in the wilds belong here; in fact, it's their 'holiday home', they're fixing it up, and most of the confusion stems mainly from the college kids being prejudiced, elitist Wrong Genre Savvy snobs who misinterpret the motives of the in-fact quite friendly and harmless (if not incredibly bright) hillbillies. It doesn't stop a lot of them dying in hilariously gory ways, however. Tucker and Dale even believe that the kids are part of some deranged murder-suicide pact.
The Watcher in the Woods, where a summer in the forest turns into an encounter with a wandering spirit and forces from another dimension. It's from Disney, and it's rated PG. Don't let that fool you.
Wrong Turn, where a group of teenagers run into evil hillbillies in the woods.
Main cast of Prophecy are stuck on forest in Maine (actually Canada) which is home to a killer bear that has been mutated by pollution from a local paper mill.
In Night of the Demon, Holden breaks into Karswell's estate house late at night looking for crucial information, and is found out. Karwsell suggests he leave by the front door and out the drive, but Holden insists he'll go back through the woods he came through. As he leaves Karswell sighs "I did tell him not to go through the woods...he just wouldn't listen!" Holden encounters...something in the dark...
The Final Terror is set in a forest where a killer with a messy hair chases campers.
The Village had this, with people being warned to stay out of the woods because of the monsters. When the girl protagonist goes to get help, she gets chased by them. (They turn out to be not real, but she only finds that out later).
Invoked in The Cabin in the Woods which focuses on this trope and - as its name points out - the cabin in the woods.
Simon Says involves a typical scenario of a group of teens deliberately looking for a remote location with bad history. Two strange guys tell them a story of a couple of twins, one of whom goes Axe Crazy and kills the other twin and their parents. The teens then meet a creepy long-nosed store owner (obviously, the same Axe Crazy twin) and head to the woods. Needless to say, the guy starts attacking them. There is another group of campers (adults, this time) who are killed by him in-between killing the teens.
The Wizard of Oz has the spooky forest around the Witch's castle, with a sign famously reading "I'd turn back if I were you!"
Who is part of the Old Forest, which is intelligent and actively hostile, as a result of being one of the last survivors (along with Mirkwood and Fangorn) of the old-growth forests that once covered most of the continent.
Fangorn Forest had a pretty bad reputation, probably due to the Ents' (a race of ultimately benevolent, though still dangerous, tree-people) proclivity for taking down anything that might be a threat. Even Aragorn was wary of it. It's mostly due to the Huorns, trees that have woken up or Ents that have almost turned into trees (the process seems to go both ways). They aren't very intelligent, but they can move - as fast as bullet train if needed - and aggressively pursuit anything they perceive as threat if there are no Ents around to herd them.
A recurring theme in the works of Algernon Blackwood.
In Arthur Machen's The Great God Pan, some of Helen's earliest victims are driven to madness after going in the woods with her. (She is the daughter of the pagan nature deity Pan, who is depicted as a very dark force.)
"Ah, mother, mother, why did you let me go in the forest with Helen?"
In the Warrior Cats series, kittypets (house cats) are terrified of the woods, and tell stories about the savage wildcats that eat bones and the dangerous animals that live out there. Most feel that if you go into the woods, you won't come out, but some of them do like to explore there from time to time, and some actually join the Clans of cats that live out there.
The Forest in Septimus Heap is filled with carnivorous trees, wolverines, and nasty witches and not a place to enter without caution. Septimus and Nicko get almost killed in Flyte in this Forest.
The Low Countries in Queste are also implied to be dangerous.
The Sword of Shannara: We don't recommend heading into the Black Oaks. There's wolves in there. Ironically, in trying to avoid it, the main characters stumble into the wraith-haunted Mist Marsh.
Lois Lowry's Autumn Street is a children's book, not a horror story. But this trope definitely applies to Charles near the end.
The woods of Ithor in Galaxy of Fear: Spore. Tash and Zak find out their ball has gone in there, and for once it's Zak who's inclined to be cautious and Tash who just goes in.
In Dave Barry's Twilight parody "Fangs of Endearment," one character tries to warn the protagonist (who, in a deliberate show of Genre Blindness, decides to grab the Idiot Ball instead) not to go into the woods, and describes how a lot of hikers have died mysterious violent deaths there recently:
"I mean, sure, we usually get two or three violent-dismemberment hiker deaths a week around here; that's going on as long as anybody can remember. But a hundred and fifty-eight dead in two days seems like a lot. Doc Smelkins examined all of the body pieces we were able to find, and he ruled out natural causes such as hookworm."
In the short story Young Goodman Brown, the protagonist goes into the woods, and he sees his wife Faith's pink ribbon. He meets up with a Louis Cypher, and sees that Faith has joined a Satanic cult, along with several other supposedly upstanding members of their Puritan community.
The forest of the Spine in The Inheritance Cycle. It's said that "though the trees were tall and the sun shone brightly, few people could stay in the Spine for long without suffering an accident." It's also mentioned that, around a hundred years before the current storyline, King Galbatorix lost half his army in there.
Live Action TV
Power Rangers Mystic Force: Invoked, where the people of Briarwood are superstitious about the nearby woods. It turns out that the woods is home to a number of inhuman mystical beings... but they turn out to be pretty friendly for the most part. Just what they were so afraid of is a good question subject to Wild Mass Guessing (there are several quite plausible possibilities, none stated in-show.)
Though this was not ultimately kept in the series, the ads showed that the magical forest creatures were equally afraid to go into the city. The final episode has both sides overcome their mutual superstitious fears... which weren't actually in the series proper. Ah, Kalish...
Revolution: In the pilot, Charlie and her brother have been repeatedly told not to go wandering because "it's not safe out there", despite being in their late teens/early 20's and obviously able to handle themselves. Justified Trope in that we don't know whether or not bandits or wild animals beyond the capability of Charlie's crossbow to take down are in the woods. And the militia appears to be just as bad of a threat, if not worse. The militia may have also imposed restrictions on how far ordinary citizens are allowed to range from their homesteads, just as medieval serfs (and plantation slaves in the pre-Civil War South) were bound to the estates of their masters. Get caught without a pass and you may wish the bear had eaten you first...
Episode "Darkness Falls" is about Mulder and Scully's nice trip to the woods. Or so Mulder thought at first, Not only do they have to deal with eco-terrorists who sabotage their car, radio and other equipment, but they discover that certain mysterious and deadly bugs are responsible for loggers' deaths. They nearly don't make it out.
In "Detour", Mulder and Scully face "moth men" — predatory creatures who are barely visible and who try to protect their space. Several people get lost in the woods, and the creatures also come back for those who have been in their territory. Mulder and Scully are stranded in the woods and discover a creepy pit with human bodies and injured people.
An old joke: A man and a young boy are walking through a forest. The boy says "I'm scared". The man replies "You're scared? I'm the one who has to walk back on my own!"
Jim Gaffigan: If you ever get up to go the bathroom at night while you're camping, you might as well say to your friends "Nice knowin' ya! You want to get killed with me, or do you want the serial killer to get you when you come looking for me?"
"Let's go camping in the Forest of Death and Blood!"
Pretty much every forest in the Warhammer World is filled with brigands, wolves, goblins, giant spiders, mutants, beastmen, minotaurs, cockatrices, chimeras, or even worse things. The forest of Athel Loren is in mainly ways the least scary, because the xenophobic Wood Elves will just shoot you full of arrows.
That's really just if you're lucky. You're at least equally as likely to get lost on twisted, maddening paths that lead only where the forest wants them to lead, at which point all manner of suck will happen.
Indie game The Path instructs you not to go into the woods, and because this is an adaptation of Little Red Riding Hood, you know what's waiting there...
But on the other hand, if you follow instructions and don't go in, nothing of note happens. So, even with a warning not to do it, and knowing what waits for you in there, you have no choice but to go in if you want a satisfying game-experience...
The Ghoul's Forest Series of Game Mods reeks of this trope, you are chased through the forest by various ghosts dubbed ghouls, each ghoul kills you in a different manner and three of them scream you to death.
World of Warcraft has the extremely creepy Duskwood region. The local NPCs ominously warn you to keep to the roads and only travel by day (though it doesn't make a lot of difference because ... well, how do you think the area got its name?)
A specific example is in Everyman HYBRID; in the episode entitled Joke's Over, Evan, Vince and Jeff see the Slender Man in the woods. Evan chases after him, with Vince and Jeff following. Slendy vanishes and they suddenly find a circle of black bags. Vince cuts one open... and there's a few pints of blood in there.
Of course, if you do get on Slendy's radar, you might as well go into the woods. It's not you'll be safe anywhere else...
Marble Hornets narrows it down a bit- while Slenders can show up just about anywhere, wandering into the woods in Rosswood Park is practically guaranteed to end in a run-in with him.
SCP Foundation does it in SCP-899. It's a bad idea to go near it if you're an adult. It's even worse if you're a child. And if you're a teenager going through puberty [DATA EXPUNGED]. And this is before the SCP-899-1 manifestations appear...
The forest bordering Ink City is home to mindless ink monsters and other threats, and also holds the Fourth Wall. Assuming you make it that far, it's best just to leave the Wall alone... touching it leads to bad things. The City's first major Event involved a large group of residents venturing into the woods only to discover exactly WHY that was such a bad idea.
The locations page for Off The Page And Into Life reveals the Hanging Woods, which everyone avoids due to a town legend of a man that hanged himself there, and general creepiness. It's unknown if the woods are really dangerous or if it's all paranoia and rumors, mainly because no one's willing to go and check. At any rate, we do know that the reincarnation of The Big Bad Wolf himself lives there...
Elon gives Myari this warning in Ears for Elves after she's wandered into the dark, dangerous forest without him.
Elon: Why must you always put yourself at risk like this? We all know how dangerous the forest is!
The dark forest sequence in Snow White and the Seven Dwarfs can be considered a subversion, given how all of what she thought were monsters turn out to just be cute little woodland critters, though not before briefly appearing to be horrible monsters.
In one scene of Beauty and the Beast Maurice accidentally takes the wrong turn in a forest, heading down a ominous looking path rather than the brighter looking path. It's not long before his horse gets spooked and runs away, leaving him to be pursued by hungry wolves.
Later, after leaving the Beast's castle when frightened and rushing into the woods, Belle encounters the same wolves who would've killed her had the Beast not shown up to save her.
My Little Pony: Friendship is Magic: The ponies of Equestria treat the Everfree Forest as an Eldritch Location; looking at it with fear, and prefering to avoid it when possible. Turns out, the forest is not so bad... it just happens to be an Eldritch Locationfor them only, because the plants and trees fend by themselves without pony aid, and the weather is not under the control of Pegasi; which clashes directly with the rest of the pony-ordered, cheerful civilized Equestria. It is of note, though, that Everfree Forest DOES have some dangerous creatures, such as manticores, and other assorted nasty stuff like Poison Joke, which although not lethal or painful, can really mess up your day; it's just not as dangerous as the ponies make you believe.
The Roman General Quinctilius Varus was warned by several German chieftains not to lead his army into the Teutoberg Forest as the warlord Arminius was planning an ambush. Varus did it anyway, and the entire army was destroyed.
During the Peloponnesian War, Athenian general Demosthenes once led a group of heavy infantry into hilly ground held by his light-armed enemies. Predictably, using the high ground to their advantage, the missile troops ripped the Athenians to shreds. Demosthenes's surviving men fled into a nearby forest hoping the light infantry would not follow them there. They did not. Instead, they set it on fire.
Aokigahara forest in Japan is most famous for the numerous suicides that have happened there. However, many people have also gotten lost and never returned.
Aokigahara was a popular location for suicides long before, but the suicide fad really started to get going in 1960 when the forest appeared in a novel about a pair of Star-Crossed Lovers, who killed themselves. In the last decades the yearly average of suicides has grown increasingly, and the local authorities decided to no longer publish numbers when they hit 100 (discovered) cases in 2003.
Schwarzwald, also known as the Black Forest, inspired many of the more violent German folk tales.
In some parts of California, hiking off-trail is ill advised as you may stumble into a pot grower and/or their booby traps. Or you might just stumble across somebody who already did...
In most large national parks, hiking off trail is ill advised (even for short distances) simply because the chance for you to get lost is huge, and several hikers have starved to death not a hundred feet from a major trail.
In a similar vein, the Alaskan Tundra is very deceptive. What looks like a perfectly flat area may be full of animals, Everything Trying to Kill You. Many a hiker has had the misfortune to stumble upon an invisible bear.
This trope was the rule of thumb in medieval Europe; you could be killed by wolves, bears, bandits... and if you went into the wrong woods, the local nobleman or even the crown. There is a story from 13th century France where three students of the Sorbonne got lost in a forest and killed a quail to survive...and were hanged by a baron who owned the woods and used it for hunting. Thankfully, King Louis IX arrested the baron and was inches from hanging him, only freeing him after stripping him of virtually all power.