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Nightmare Fuel: The Sarah Jane Adventures
Being Lighter and Fluffier, The Sarah Jane Adventures doesn't have a lot in the way of nightmare fuel, but the Odd Bob episode is about evil alien clowns that make children disappear. Anyone who afraid of clowns, don't watch this.
It's not so much the clown itself, but the fact that there's a clown museum, containing, amongst other things, an animatronic clown which laughs creepily while rocking back and forward, and... the dancing puppet which terrified Sarah Jane as a child, which may or may not have been possessed.
Not to mention that wherever you disappear away to, eventually you fade even from there. Recent victims can be saved: everyone else just vanishes.
The Lost Boy: Mr Smith. That is all.
It is implied (never stated outright but obvious to anyone who knows how the Slitheen operate - and one of the teachers is shown being killed for the purpose) that the child Slitheen killed and skinned at least two children around the same age as the protagonists.
Mona crukking Lisa. Rampaging with a ray gun. Plus the Abomination. Then there's all the people trapped in the paintings.
At the end of The Gift, the team is Covered in Gunge — gunge that is all that remains of two people.
The Nightmare Man. Looks like a cross between the Nicholson and LedgerJokers, has this creepy giggle, and grows more powerful off people's nightmares. Not to mention the fact that he's literal nightmare fuel.
And then there's The Curse of Clyde Langer, which just might be the most horrifying Sarah Jane episode of all. The idea that everyone you love suddenly turning on you one day without any apparent cause is enough Nightmare Fuel to pilot a rocket ship.
The removal of the Slitheen's flatulence and requirement to use obese people for disguises in The Lost Boy suddenly makes them a lot more threatening.