The ending to the episode with Ed's scam, with the revelation that the Eds "scam", attempting a curse he had read about in a comic book in the start of the episode, and even worse? Its hinted in the ending that IT WORKED
Edd going insane from not taking a shower in "Cleanliness Is Next to Ed-ness".
Edd: May I use your shower? (makes a rotten smile)
The insect hunting scene in "Nagged To Ed", especially when Ed gets stuck on the giant spider web...
Ed: Help me guys! I don't want the fluids drained from my body!
The scene where it looks like three monsters (they're really the Kanker sisters) are after them and the Eds scream and the picture's colors invert.
The Halloween Special has elements of this. Heck, the INTRO is what should prepare you for some SCARY content. Check out whenever Ed pictures the kids as monsters. WHAT THE HELL IS UP WITH THOSE EYES?! Also, the screen becomes...I don't know. See for yourself. Here are the monsters as follows:
The Kanker Sisters are witches that Ed thinks caused the monster apocalypse and they create a brew that shoots up into the sky and even the smoke tries to get Ed!
Jimmy is a freaky looking alien that, for his troubles, is crushed by Ed via a stop sign. Played for laughs, but still.
Sarah is a pretty terrifying vampire that seems to have literally come out of Hell (just look at the flames!).
Kevin (pictured on this page) is only a head being utilized by a really intimidating Headless Horseman.
Rolf is an ogre who's design is a real piece of work. The pig looks EVEN WORSE! Also, his defeat is a really painful eye impalement. Also, what was he saying exactly?!
Johnny is a hideous spider that would make Shelob blush.
Plank is a Frankenstein's monster expy (though his design could be considered goofy and his defeat is awesome/funny).
In the end, the monsters (really mad kids, actually), sans the witches, converge on the Eds. OH, THE HUMANITY!!!
Really, Ed in this. He's so disconnected from reality from all those horror movies that he can't discern the people around him (aside from his 2 pals, obviously) from abominations from the bowels of Hell or just being in ordinary costumes. The ending even shows he's now apathetic to his friend's pain!
And to end it all, the reel behind the special dies, while Eddy (who deserved it) and Edd are beaten senseless...
Eddy goes insane in several episodes in the series, most notably "Laugh Ed Laugh", "Who Let the Ed In", and "Take This Ed and Shove It", and it's uncomfortable to watch. Eddy punching himself and hitting his head on a tree in "Who Let the Ed In" and Eddy constantly hitting himself with his cane in "Take This Ed and Shove It" are disturbing examples.
A scene from "Urban Ed" where Jimmy is making is way around the cardboard people in the Eds' mock city, all while hearing the "people" laugh at him. It's an oddly dark scene in an otherwise lighthearted episode.
Becomes Adult Fear once you realize kids in real life can go through that situation if they're not careful.
Sarah herself is pretty scary especially when she's pissed. Even though she looks like a normal innocent little girl, she's really a walking talking nightmare who's not afraid to kill a person out of anger.
After Ed accidentally let's Edd's ants loose in "Stop, Look and Ed", Edd starts chocking him with his legs. It's pretty uncomfortable to watch, especially seeing Ed trying to apologize to Edd during his "punishment".
Eddy going crazy in "Laugh Ed Laugh" is surprisingly creepy. He does all kinds of wild things, like making a turbin out of his own tongue, eating acorns, fences, and fire hydrants, and believing that a mailbox is his own house.
There is even a scene in the episode where it shows his brain explode.
Ed going absolutely berserk in "Little Ed Blue", it's essentially a person acting like a wild animal while still mentally and physically human.
Sarah was afraid of him, to put things into perspective.
The end of "Take Your Ed and Shove It." Even worse, it was supposed to be the last episode.
"The Day The Ed Stood Still" has Ed wearing a monster suit and became one with it, not just act, but become the monster.
When the Eds get trapped in a haunted house in "Honor Thy Ed" and fall into a Gambit Roulette set up by the Kanker sisters, culminating in the Eds being forced to marry them.
The whole "tunnel of love" scene is pretty disturbing. Especially since the Eds are mysteriously stripped naked halfway through it.
Double D appearing as a "mole-mutant" in "Boom Boom Out Goes The Ed", especially when you consider how Rolf and Kevin managed to get out of the sewers unscathed.
When Ed lights up his head with a flashlight, instead of a skull, we see a toast with holes for eye-sockets and melted butter smushed into the center. Now consider that Ed's favorite food is buttered toast...
Ed's story in "Once Upon An Ed" where the Kanker Sisters eat radioactive mashed potatoes and turn into gigantic monstrous versions of themselves and chase the Eds; especially the part where they combine their faces and make this Uncanny Valley looking face. Even Eddy pointed out how surreal Ed's story was becoming.
The scene in "Out with the Old, in with the Ed," in which the Kankers send the Eds to their new "homeroom." While May and Marie give their usual flood of kisses to Ed and Edd, who are too afraid/weak to fight back, what happens to Eddy before he gets his usual act is...really unnerving.
Eddy: Ok, THAT'S IT! I'm telling the teacher on you (Lee dressed as a teacher)! *Raises hand*
Lee: *Bends down to Eddy's face* I'm all ears, my little teacher's pet! *Laughs and pushes him into the stall for kissing*
There's something...unsettling about the scene in "Brother Can You Spare an Ed," where Ed is looking back and forth between the Jawbreakers he wants and the fudge Sarah asked him to get for her and Jimmy. Every time Ed looks at the Fudge you can hear what sounds like jeering laughter, and Ed looks like he's about to have a mental breakdown and even starts physically shaking... Just what was going through the poor guy's head?
The Kanker sisters in general, which also counts as an In-universe example for every other character on the show. Despite being Played for Laughs, most of their antics are quite disturbing since most scenes involving them have them torture and/or rape the other kids, especially the Eds, in unsettling and odd ways. Whenever they show up, it won't end well for them.
"We know where you live!"
"A Twist of Ed" showed that they have no problem invading the Eds' houses. Lee even makes her move on Eddy while he was taking a shower (thankfully, he still had his PJs on.)
The ending of "Tight End Ed". The fact that Eddy is kidnapped by the rival team makes the ending freaky.