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Nightmare Fuel: The Penguins of Madagascar
Pisces Dementia. It just seems funny at first, but keep in mind that if they'd eaten a single piece of fish while in that condition, they'd have been trapped as babbling fish-craving maniacs forever. And if Rico had eaten the herring, nobody would have been able to stop them. Brr. Lucky break there.
When you see Skipper sink into the ocean after his memory is erased, you see him pass out rather quickly. You start to drown when you start breathing in water, which happens after you pass out. They made us watch Skipper, one of the penguins we've grown to know and love, slowly die. Or not, but still watch that scene with that in mind.
Kowalski in "Brain Drain". The things he says are funny, but at the same time he comes across as quite scary-looking, as though he'd been lobotomized.
In fact, any time he goes insane, it's scary.
Marlene when she's out of the zoo.
Dr. Blowhole tried to freakin' drown the world by melting the glaciers in the polar regions.
Rico's violent behavior from when he switched bodies with Roger the alligator.
The first time the penguins meet the sewer rats. Those glowing eyes...
The episode where a boa constrictor ate almost everyone.
The worst part is that said boa is as intelligent as he is polite
One of the first episodes had the main characters go to meet the new neighbors that just arrived, only to meet no one but a dark cage with nothing to be seen nor heard. What happens is that Marlene, the penguins, and the lemur trio all, one-by-one, get stuck and carried away by long, sticky tongues that come out of the darkness. We don't really see who's tongues those were until the end, which were only harmless and cute chameleons.