The musical accompaniment, "Describing the Car Crash", is Nightmare Fuel all on its own. The eerie and ominous sound, the loud bang that sounds every few seconds, and the fact that it repeats over and over for the two most frightening minutes of your life.
You could see a look of near-horror on Abby's face watching the dance. If Abby's scared by one of her own dances, you know it's scary.
Also, "Where Have All the Children Gone?". The accompaniment isn't music, it's actually a spoken-word routine, which makes it all the creepier. All the girls are wearing the exact same dress, Vivi-Anne pushes Mackenzie on a creepy swing, and if it wasn't scary enough, the girls start disappearing one by one with subtle hints as to what happened to them. For example, Nia clutches her throat as if being suffocated, Paige jumps off the stage, Chloe clutches her chest as if she was stabbed, and so on.
The "sequel" to this routine is "I See the Kite Flying". In this one, each girl is a mental patient, rocking back and forth or hitting themselves in the head. The same monotone returns for this one, making it just as eerie.
Right before Kelly attacks her, you can see her gnashing her teeth and apparently trying to bite her.
This image◊ of Mackenzie laying "dead" on the ground with blood all over her hand.
The "Amber Alert" routine, especially since it deals with, y'know, child abduction. But if that wasn't enough of a tearjerker, the actual dance itself will send chills down your spine, with special note going to the ending. Mackenzie has been killed by her "abductors", and Maddie approaches her. She is smiling, expecting her sister to be alive. She lifts up Mackenzie's head (which had been hanging downwards), and jumps back in horror when she realizes that her sister is dead. She reaches out to the audience...and then turns and runs away.
Imagine your own sister reacting to your death.
The song that accompanies it ("Touch" by Lights Fade Low), just adds to the eerie atmosphere.