The spirits/ghosts/shadows/whatever Facilier sends to catch Tiana and Naveen were really, really creepy. They move silently and swiftly and you can't prepare with anything. At least one of them appears to disturbingly resemble the Slender Man.
The prince cringing in pain as Facilier draws his blood into the talisman.
The very creepy sculpture beside Facilier's door.
Whenever the FOTOS' signature chant starts up (bom bom bom bom bom bom bom bom), you know something creepy/terrifying is about to happen.
Facilier's shadow minions. The way they move too fast and some of them had freakishly long legs and the screams they use to communicate... *shudder*
What makes it worse is how they can just snatch you up and drag you away... the scary part of it is that they don't even have to grab YOU. They just have to make contact with your shadow and you'll just be dragged off, not being able to see what it is that has you.
When the shadows run through the town, the ones walking on the shadow of the gate make the irl gate lantern bend. And their voice sounds something like a slowed down howl, sped up laughter, and a shriek combined into one. This is what nightmares are made of.
Those demon-spirits most likely took or ATE Dr. Facilier's soul.
A bit of subtle and possibly unintentional Fridge Horror: look closely at where Facilier's standing during the opening moments of his Villain Song. The Operator symbol can be (faintly) seen◊ on the wall outside his door.