Another example in "The Prank", when Richard pretends to snap, nearly crushing Gumball and Darwin with a bucket full of solidified cement and then chasing them through the house giggling like a lunatic, up to the point of bursting through walls.
That psychotic Slasher Smile he makes after they are almost crushed is damn terrifying.
Also the line "I'm gonna Prank you...", as shown in the picture above.
In said episode Nicole gets very disturbing. After Darwin is taken away, Rocky says that he has nowhere to stay and asks if he can crash with them. While under their roof, she makes him wear Darwin's clothes, fake flippers and tail, changing his name to Rockwin and to top all that the incredibly creepy way she says "Just call me Mom...." while her eyes get more and more insane looking.
There's a bit of Fridge Horror in "The Mustache", where Gumball and Darwin completely shave themselves to rid them of hair. In the next scene they're both seen with pink skin, implying that Darwin ripped his scales off.
That whole episode itself can be considered Fridge Horror since their bodies were changing and it was terrifying them, but not through puberty, their bodies were literally physically aging through Richard's testosterone pills. How scary is it to be a kid one day, then have an adult body the next, too afraid to tell anyone and run away to get a job and move into a crappy apartment to never be able to face their friends and parents again? If you've seen "Big" you'd have that basic idea of Nightmare Fuel.
"The Microwave" gives us the blob creature that Gumball and Darwin created, who they call Kenneth, which proceeds to swallow live creatures (like Anais, the postman, a pigeon, etc) whole.
And after he is returned to his normal size and everyone is freed near the end of the episode, Gumball and Darwin decide to raise him again, claiming he will not be hostile because they will do it right this time. Cut to Gumball and Darwin standing at the outskirts of the neighborhood with Kenneth, who is the size of a Kaiju, in the background with houses on fire and sirens blaring. The episode ends with Gumball saying that he should have went with Dad's plan to kill Kenneth with a shovel.
Heck, the very fact that dumb, lovable Richard was even justifiably driven to kill with a blunt object.
How about the fact that almost everything was a cleverly maneuvered plan by Anais just to get the remote/get the family to stop fighting about it. Anais has more of these 'smart people are scary' moments than anyone else. And she's only like FIVE.
In "The Job", things get EXTREMELY creepy when Nicole has a mental breakdown, Richard turns everything into chaos and so on. This is by far the darkest and creepiest episode in the series.
In the same episode a couple made of pizza watch in horror as Gumball murders their child in front of their own eyes.
When Mr Small eats a vegetarian pizza (which is just an assortment of grass and bubblegum) he falls to the floor and his pupils disappear from his eyes. The only evidence that he's still alive is a bubblegum bubble that blows out of his mouth.
Remember how Richard couldn't get a job to save his life when Anais' principal suggested he do so? This episode is why. It's entirely possible that the door of the office building not working whenever Richard tried to go through was because the universe was trying to stop him from erasing reality by holding down employment.
"Halloween" was very creepy at some points, especially that scene with those ghosts using Gumball and Darwin's lifeless bodies and begin playing with them. Anais comes around the house and sees the lifeless bodies being moved around... it's really disturbing. Sure, it was Played for Laughs but still.
"The Treasure" was pretty damn dark for a show like this. They also had some pretty creepy Nightmare Faces.
"The Apology" has the scene where Ms. Simian was chasing Gumball in a bout of primal rage.
Hector, when Gumball convinces him to let his feelings out. There's a reason his mom tries to keep him level-headed . . .
Pretty much the entirety of "The Flower." Gumball, under the effects of Jealousy actually attempts to murder Leslie via a death-trap. What makes this even more horrifying is that he would have succeeded if Jealousy had glued more than Leslie's pot.
And then there's the exorcism...
Gumball takes "smile with his eyes" to a horrifyingly literal level in "The Photo".
Particular note for how she was limping this whole time because her spine was rendered crooked.
At one point during her rampage, a police officer who tries to stop her ends up being so frightened by her glare that he literally turns white (including his eyes) and ages on the spot. He then faints and has a hard time breathing.
"The Promise" has Banana Joe getting smashed under a set of weights. It all gets worse from there.
The demonic voice and penance stare Nicole gives Harold at the end.
Carrie's Jumpscare in The Tape is this one. Especially to the younger viewers.
In "The World", there are a few moments of this:
Penny and her family must have freaked out after the trees started talking out of the blue.
The living pillow saying that it likes to listen to your dreams.
The scene with the living food being eaten.
"The Finale." Everyone the family's ever pissed off comes after them with a vengeance for everything they've done in the show! By the end of the episode, the entire town is trying to lynch them.
"The Fan" shows how terrifying a stalker Sarah can be. Like, in her video, explaining how she's been there through most of the events of previous episodes, sneaks into their rooms, watching them while they're sleeping and explaining that there's lots of places to hide in their house, and that their windows don't lock.
In "The Coach", an upset Jamie manages to get Anton eaten by a group of ducks. Bites off Teri's leg and spits it back at her! And actually eats some of Sarah and Banana Joe. They're supposed to be visual gags, but thinking about it from their perspective is terrifying. Even Gumball comments on how horrible it is.
"The Joy" starts off with Gumball and Darwin getting some kind of Joy-Causing Disease that makes them seem way too happy. It gets worse when their eyes turn completely black, they start drooling rainbow colored slime and start attack-hugging everyone else, infecting almost the entire school. All with those damn smiles on their face.
Gumball's laughter is absolutely PSYCHOTIC. So much so that Miss Simian is visibly frightened. Miss Simian is NEVER frightened.
"The Puppy" A turtle is bent on eating the Watterson kids while making creepy faces the whole time. The worst part is probably when he jumps Gumball who was posing as bait.
Darwin's face when he saves Gumball from the turtle isn't much better. It's played for laughs though.
"The Recipe" has Gumball and Darwin make a clone of Anton. When they lose the first one, they make an army of clones. Gumball later asks where Darwin's group of clones went, and Darwin mentions that he told them to split up to cover more ground and that they may have taken it literally. The clones are just bread, but they're sentient. There's just something really unsettling about the way the screen pans out on Darwin's face as you see silhouettes of the Anton clones killing each other and screaming.