This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Covert Affairs
Auggie, who is totally blind, enters an unfamiliar house then finds a corpse with his cane. As he's checking the man's pulse, he hears a creaking floorboard and realizes that someone is in the room with him. Yes, the killer is still there, and is in fact standing in full view with their gun out.
Imagine being shot, then experiencing a bewildering series of dream scenes only to wake up to the shooter standing over your hospital bed smothering you. And you are too weak to stop them!
You're only thirty-something years old and you're Annie Walker. When running down an alley, you experience for all the world what looks like a heart attack. That's ... not something to sleep easily over.
The Russian mark in "Embassy Row". To elaborate, Annie's cover is blown and she ends up being drugged by the mark who is at least twice her size, while he is on top of her trying to force something into her mouth. She manages to get away before passing out but wakes up and finds herself in his trunk. She manages to get away again, but not before he attempts to drown her by dunking her head in a fountain.
"Transport is Arranged" is perhaps the darkest episode in the shows run. Auggie spends the whole episode being tortured by Belenko and his men over something that happened nearly a decade ago. This includes electric shock torture and being stuffed into a crate for hours at a time. Auggie's girlfriend, Natasha, is kidnapped and tortured as well, not to mention the both of them nearly getting blown up when Belenko detonates the building they're in.
In "Gold Soundz", the season finale of a season where Auggie's former CIA paramilitary unit have been being systematically assasinated, one of the killers garrottes a DPD analyst to steal his ID, makes it all the way into Langley, gets the last other remaining member into an interview room, and then goes to get an unsuspecting Auggie. He throws an ampoule of gas into the room, and breaks the lock, sealing them in...