The entire episode, "Nothing to Fear," could count as this, which features everyone's worst fears coming to life and attacking them. For young minds watching this episode in the dark, it is one of the scariest things you can possibly ever watch. Just wait until you see the vacuum cleaner.
Doofus' nightmare is at first somewhat laughable, involving a banana turning into a monster to prevent him from eating it, but then it quickly gets a LOT less funny, when Doofus' school bully Bully Beagle shows up and threatens him. When Scrooge finds him, Doofus cries about how much he hates it when Bully picks on him.
Even the banana monster is somewhat scary, with its creepy green eyes, red slithering tongue, and scowling voice provided by none other than Frank Welker which sounds surprisingly similar to Megatron.
The Golden Death in the 2-part series finale. As you get older after watching this one, the Fridge Horror truly sets in. For example, there's the scene in which Scrooge's mansion is covered and everyone inside is transformed into a gold statue. It moves so quick that if you're caught unprepared: one second you could be minding your own business and the next you'll never know anything again. And even if you do manage to see it coming and try to escape, you'll get less and less space to run to since it will cover the entire world, and after touching something that's been changed you'll also be turned to gold within seconds. Even taking to the air would ultimately be fruitless since there's only so long you could stay up before your plane ran out of fuel and forced you to land, sending you into oblivion.
Even more fridge horror: the gold wound up covering nearly the entire world. This means that wherever they were Donald and Darkwing Duck wound up getting turned into statues wherever they were as well.
"Hotel Strangeduck" is creepy no doubt, but there wasn't anything in it that sent it into complete nightmare territory... at least up until the point where the shadow of a skeleton comes out and starts strangling Uncle Scrooge.
From Treasure Of The Lost Lamp, there's the complete destruction of the Money Bin as it's transformed into Merlock's new personal home.