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.
The premise of "The Genius", in which the government takes Darwin away for testing, apparently including brain dissection, simply because he's too smart.
"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.
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.
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.
"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.
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.
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.