Vic Tyler's story about the two rats he and brother locked in an abandoned fridge as kids.
The psych ward episode, which depicts the effects of lobotomy and all sorts of insanity. To make matters worse, a criminal takes all the patients hostage and locks them in a room. The psych ward functions more as an Arkham Asylum than a place to treat patients.
In many ways, it is all about Nightmare Fuel (and supposedly Fetish Fuel) coming to life for Sam. I found the Test Card Girl bloody terrifying even before this show aired...
Even scarier: Season 2, episode 1. That bloody whistling.