The scene of Scar leaping at Simba [shown above], teeth bared and claws out with fire burning behind him. He looks like Satan leaping out of Hell. Try seeing that in 3D.
The leadup to it. After Scar has tried to kill Simba and fallen into a crevasse, Shenzi, Banzai, and Ed approach. Scar addresses his friends, to which Shenzi says, "Friends? I thought he said we were the enemy?" Shenzi and Banzai turn to Ed... who breaks into a creepy giggle like nothing we have heard before... and it is both TERRIFYING and AWESOME.
It also implies - as confirmed by Jim Cummings about Ed faking his craziness - that Shenzi and Banzai know Ed is dangerous and know that if he decides that Scar is fucked, then Scar is fucked. It could probably be why Scar figuratively shits himself at the laugh.
Notice also that Ed is, throughout almost the entire movie, laughing or scared with unfocused eyes. When they first approach Scar at the end, his face is pure rage and he is staring straight at Scar.
Following that we see Scar begging for his life as he is surrounded by a gang of looming Slasher Smiles, followed by a quick Shadow Discretion Shot as they pounce and tear him apart.
An early draft of this scene has Scar saying, "My friends," when the pack of hyenas approach instead of Shenzi, Banzai, and Ed approaching first and the trio aren't even present. In fact the script implies that Banzai and Ed die when they are catapulted into a flaming tree; Shenzi is the only one who approaches from behind and hears Scar betraying the hyenas; she disappears after this. The final scene is enacted with no dialogue from the hyenas, they just erupt in a "choir" of eerie laughter as Scar slowly realises he's screwed.
And Mufasa's death.
The Wildebeest stampede.
The film uses a discretion shot for Mufasa's death (he disappears in the dust as he falls, and we only see his body after the fact). In the companion book The Art of The Lion King, there's a piece of concept art that actually shows Mufasa getting trampled. Every bit as horrific as it sounds.
Don't forget his helpless scream as he falls to his death...replaced with the scream of Simba as he watches his dad, who he just had a scene showing their closeness, fall to his death...
Scar's behavior as well. At first, when Mufasa is calling for help, Scar seems to ponder what to do, as if he's realized that there would be no turning back if he killed his brother... and then not only he does it anyway, but takes some moments to enjoy Mufasa's terror. This isn't useful to his plan but highlights his sadistic nature.
When the stampede starts and the thrill chords start, we get a good long look at Simba's utterly terrified face. Provides the page image for Oh Crap!.
Scar manipulating Simba into thinking it's his fault Mufasa died while they're standing near Mufasa's dead body.
Scar's order to the hyenas as they emerge from the fog after Simba runs off is chilling in its brutal simplicity. Especially since he barely even looks in their direction as he gives them the order.
Scar: Kill him.
A deleted scene that is mostly restored in the play as "The Madness of King Scar" is downright creepy. The play version is simply discomforting. The film version is downright disturbing. Scar starts to show feelings for Nala, wanting to her to be his queen, but she refuses his advances. In front of the entire pride, he banishes her. In and of itself the scene is mildly unsettling. The way Scar says his lines, though, is outright disturbing.
The hyenas' laughter as they enter Pride Rock when Scar names himself king.
"Oh, Simba, you're in trouble again. But this time Daddy isn't here to save you... and now EVERYONE KNOWS WHY!!"
When Zazu has been captured by the Hyenas, who like to play with their food...two words: "Birdie Boiler". It's a Played for Laughs scene, but to anyone who's ever been bullied, it can come across as pretty unnerving.
The Pridelands under Scar's regime. What was once a lush savannah paradise is transformed into a parched, desolate wasteland. Littered with countless animal skeletons, dead trees, and infested with ravenous hyenas, one has to wonder how anyone managed to survive for so long.
The part where Scar strikes Simba's mother Sarabi when she mentions Mufasa was particularly unsettling.
The three hyenas are a source comedic relief for the film, but during the climax, they don't appear much, instead focusing on the rest of the clan, who prove they truly can be a force to be reckoned with, as an entire pack of them dogpiles Simba and attacks him rather brutally after he makes Scar reveal the truth, even when the lionesses join the battle, you can see the hyena army fighting back viciously as well. And the whole time, they don't laugh, but utter primal growls, snarls and howls of sheer fury. Thankfully, the combined strenght of the lionesses helps drive the unnamed hyenas away... just in time for what they have in store for Scar...