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Nightmare Fuel: Return of Ultraman
Aki is kidnapped and thrown in a car. To her horror, Ken is run over when he tried to rescue her. Then she sees the true face of the passenger next to her...
The scene at the beginning of Episode 6, when Jack's time runs out and he just vanishes with a setting sun as a backdrop. His pose and the background music made it much worse.
Bemstar's first scene in Ep. 18. It may have set the stage for the opening of Ultraman Leo Ep. 40, which was even scarier...
From the same episode, Jack almost bit the dust after his failed stunt (you know the one).
Goh survives the attack by Black King and Alien Knackle, energy depletion, a crucifixion, and being paraded upside down in space to be accused of cowardice by possessed MAT teammates and the captain, and taken outside to die by firing squad when he returned.