A Very Minty Christmas has Minty and Thistle Whistle almost falling to their deaths when the hot air balloon popped over a canyon.
In The Princess Promenade, Spike cheerfully tells Wysteria goodbye after he thinks she doesn't want to be a princess and begins to fall asleep; Wysteria says if he goes to sleep he'll nap for another thousand years—meaning she wouldn't live nearly long enough to see him wake up.
In The Runaway Rainbow, the loss of rainbows may not seem that big a deal—until you remember Sweetberry said rainbowberries grow only after the first rainbow of the season. Rarity unknowingly put Ponyville's food supply in jeopardy.
This profile◊ of Kimono's was written before G3 Unicorns were made, but it doesn't dispel the theories that something happened to separate the three Pony races.
What Wysteria goes through for being a princess, and the implications that before her, all princesses were like this.
The Runaway Rainbow has the ponies nearly going over a waterfall.
The book "Pinkie Pie's Spooky Dream" has a scary cover.