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Nightmare Fuel: It's Always Sunny in Philadelphia
Dennis and Dee's vacation to the Jersey Shore gets really dark really fast when they tag along with a gang of criminals led by a dangerous, trigger-happy dusthead who gets one of his partners shot in a botched robbery, murders a doctor right in front of them, and is in the middle of making them dig their own graves when they finally make a break for it. All of this is scored by The Go-Go's "Vacation".
In the same episode Frank and Mac ended up lost at sea with their liferaft on the verge of sinking. Sure they were saved when the party boat filled with Jersey Shore-style guidos happened to pass by but that whole scene was a definite paranoia fuel. The only member of that crew that came out with nothing bad happened was Charlie (unless you count the Waitress once again rejecting Charlie and thinking she got raped by him while she was high on ecstacy, which was why she was so nice to Charlie).
In "A Very Sunny Christmas", Charlie tells Mac that he shouldn't get all worked up about his parents stealing other people's gifts, posing it as a holiday tradition. Then he says to Mac that he handled the news about his mom whoring herself out to a bunch of "Santas" on Xmas day quite well and then procedes to bite the Mall Santa's neck, asking him if he fucked his mom. Despite being a funny scene; it's still kind of scary (and sad) to see a guy biting a mall Santa's neck so hard that he bleeds and repeatedly yelling "Did you fuck my mom?" and "Did you fuck her?" without any evidence to support that he ever did, especially since the acting is very believable. Poor, unfortunate mall Santa.
What the gang subjects the "Juarez" family to in the Extreme makeover episode