- The last ten seconds of "Plastic White Female". Bobby and some of his peers are playing Spin the Bottle in the Gribbles' basement. However, Nancy walks in while trying to convince Dale that having a boy/girl party isn't a bad thing. The bottle points towards her, and Bobby lunges. The episode closes on a slow-motion shot of Nancy screaming as Bobby flies towards her, before cutting to black.
- During the episode itself, Bobby begins using Luanne's practice female dummy head (the titular "Plastic White Female") as a practice tool, but it soon becomes an obsessive crutch. On a stormy night, Bobby breaks the lock on the cupboard that Hank stowed the head in. We see Hank becoming increasingly angry, and his immediate response is to take the head by force and saw it in half, despite Bobby and Luanne's protests to stop.
- Peggy's hellish nightmare in "Are You There God? It's Me, Margaret Hill". In the episode, Peggy pretends to be a nun at a Catholic school in order to become a full-time teacher, only to find out how she may have inadvertently damned her students to Hell by failing to teach them properly. In her nightmare, a demonic version of Monsignor Martinez breaks into the classroom and opens a portal to Hell. He pushes two or three children into the fire before Peggy pleads with him to stop, confessing her lies. There is a Hope Spot when the flames extinguish... before Hank steps in and fixes the propane tanks being used to make the heat.
Hank: That's a clean burning Hell, I'll tell you hwat!
- Hank's nightmare in "The Man Who Shot Cane Skretteberg". The Deranged Animation in that scene is icing on the cake.
- "Hilloween" features Bobby's Imagine Spot of his father as Satan laughing demonically at the screen.
- When Bill becomes interested in a dog-dancing contest in "Dances With Dogs", he attempts to train a savage Rottweiler that attacks him almost instantly. Even when the dog is sedated, we see its dream of mauling Bill.
- Hank sawing off one of Dale's fingers in "The Texas Skillsaw Massacre"!
"That could be me lying there..."
- The anger of his anger management classmate Big Jim, especially when he starts yelling at Dale before barking and frothing at the mouth like a dog, freaking everyone (including Hank) out, which causes him to suffer a stroke and die. He died angry, indeed.
- Later at Jim's funeral, Hank remembering all the times he's gotten angry and realizing the inevitable outcome if no progress is made.
- The cliffhanger at the end of "As Old as the Hills", where Peggy opts at the last minute to skydive after her reservations previously once she feels jealousy from Didi having a child. Then her parachute fails to deploy. The episode ends with Hank watching her, screaming at the top of her lungs, slamming into a field in the distance before he turns to the screen in horror. Thankfully the beginning of the next episode reveals she landed in soft mud, but this still broke her back and it actually takes her several episodes to recover.
- The ending of "Fun with Jane and Jane" where Buck Strickland is attacked by the emus he tried to have Hank kill.
- The Omega House cult of the same episode is also really Nightmare Fuel-inducing. A Manipulative Bitch takes in young women seeking a place to be among others and effectively brainwashes them into becoming complacent slaves for a jam-making farm. Seeing a starved Luanne trying to ask Hank for help is both depressing and disturbing. And what's more, as Dale notes, they've been doing it for some time now. And while Hank and the guys manage to save Luanne, Peggy, and the latest group from being enslaved, the leader Jane isn't arrested or detained. She is royally pissed off, however.
- "Pigmalion": the Halloween Episode, in which pork and pork-product mogul Trip Larson (voiced by Michael Keaton) falls in love with Luanne, tries to turn her into the product's mascot and tries to turn them into pork products on a Conveyor Belt-O-Doom, all because of his schizophrenia. Luanne gets out okay. Trip, however, ended up hacked to pieces after an electric shock clears his schizophrenic mind — and makes him realize too late that he's on the kill line.
Luanne: Well, at least Trip seemed happy, and now he's in a better place.Peggy: Honey, Trip had a mental breakdown and is now a sausage. That's not a better place.
- And the pork-product company is shown to still be in business in later episodes, with Bill ordering ribs for a barbeque.
- In the episode "Texas City Twister", as Hank is stopped by some workers investigating a poison spill on his way to rescue his family, a lightning flash briefly causes him to imagine a worker as the Grim Reaper.
- Two deleted scenes for the episode featured a crazed religious fundamentalist who yelled ominous passages at the characters, terrifying Hank and Bill in his second appearance.
- The Propane explosion at Mega-lo-mart at the end of season 2.
- In Megalo Dale, Dale is hired to do some exterminating at the Mega-lo-mart on Hank's good word, but as he starts looking into the supposed infestation, he becomes convinced it's actually Chuck Mangione living in the store. Hank, Bill, and Boomhauer end up going to the Mega-lo-mart at night to help Dale deal with the actual rat problem at the store. Hank eventually gets tired of trying to talk sense into Dale and tries to call his rivals into doing the job he was supposed to do. Then, suddenly, the music stops, and Hank doesn't notice that something has just severely scared the guys into a state of shock. Hank says the phone isn't working, and then he sees what the guys have: someone has just blocked off all the exits with vending machines. Then they start to hear trumpet music and the lights systematically go out.
Bill: Chuck don't want us to leave...
- Chip Block the ventriloquist dummy can be nightmare fuel to those who have a fear of said dolls, as it looks genuinely creepy. Bobby spinning its head around while introducing it to Dale doesn't help. Not to mention Dale's (exaggerated) flashback shows him as a kid receiving the same dummy as a Birthday present, with everyone (including the dummy) laughing evilly is rather disturbing. And the Bobby(!)dummy is rather creepy too, if not just for the uncanny valley.
- Bobby's subplot in "King of the Ant Hill." He collects a queen ant in a jar, smells her pheromones and is compelled to obey her commands to bring her sugar. Later she orders him to return her to the lawn and when he initially refuses she says something that makes him back down. When he does return her to the lawn she orders the entire colony to swarm him. They cover him completely (even running over his eyes, as seen in a POV shot) and he begs Hank and Dale to help, terrified to move and risk getting stung.
- Hank's "BWAH!" in "Luanne's Saga" on seeing the "Luannehauer" pairing.
Nightmare Fuel / King of the Hill
King Of The Hill is a pretty laid-back cartoon, but it is made by the same guy who introduced the world to Beavis And Butthead, so there are some moments that come off as nightmarish.