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The scene where the stepsisters rip Cinderella's homemade ball gown to shreds. Said dress was a memento of her biological mother's.
While it was originally simply supposed to be menacing, the animators managed to make Lady Tremaine's trip up the shadowy stairs after Cinderella scary.
The King going Ax-Crazy after he learns they lost Cinderella, nearly killing the Grand Duke with his sword. His mood swings in general can be scary, too.
The scene when Cinderella is leaving the ball at the stroke of midnight, when she is chased by those scary-looking palace guards on those black horses.
When Lady Tremaine locks Cinderella in her room.
Lady Tremaine's Death Glare when she finds out that it was Cinderella who attended the ball. The shadows make it more scary than it should have.
Bruno chasing after Lucifer in the climax. Just by looking at his face when he saw the cat, it almost looked like he was ready to kill it. Even if he was chasing the cat away to free Cinderella, it does make you think about how dark the concept was.