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Nightmare Fuel: BAMBI
From the book, Bambi and his father see a man who accidentally shot himself and examine his body:
"Do you see how he's lying there dead, like one of us? Listen, Bambi. He isn't all-powerful as they say. Everything that lives and grows doesn't come from him. He isn't above us. He's just the same as we are. He has the same fears, the same needs, and suffers in the same way. He can be killed like us, and then he lies helpless on the ground like all the rest of us, as you see him now."
There was a silence.
"Do you understand me, Bambi?" asked the old stag.
While having said Mushroom Samba, Bambi imagines himself prancing around in the clouds.. and then suddenly, Ronno jumps out of the cloud instead of Faline, starting a fight. He came outta nowhere, destroying the Imagine Spot and even accompanied by a Scare Chord.
There's also the scene where Bambi wakes up in the middle of the night, walks through the forest and looks down a cliff showing Man's camp. It doesn't help that the music playing in the background is downright chilling.
Not to mention the fact that the scene shows Bambi and Faline sleeping. Bambi wakes up the moment the music begins.
The scene where three birds are hiding from the hunters in the bush and one of them gets scared, flies up and gets shot and the body falling down to ground is shown.
Here's a fun fact: The music that plays for that scene? John Williams was inspired by it for another famous movie score...
The dogs that pursue Faline. Made even more unsettling by the fact that they don't look or move entirely like normal dogs; the animators modeled their appearance and movements on panthers, presumably for that extra dose of creepiness.
Bambi II (2006)
The "deer call" scene. The call does a spot-on imitation of Bambi's mother (and it's a creepy, gentle repetition of "I'm here...It's me...Hello...") which combined with Bambi's last shred of hope of seeing his mother alive again, almost gets him mauled by a pack of hunting dogs and shot. He's literally paralyzed with fear when he sees the hunting dogs on his way.
The moment directly before Bambi headbutts the hunting dog off the ledge. The dog is just standing there, teeth bared, lightning flashing... brrr.