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Nightmare Fuel: The Sopranos
Tony's dreams, notably in "Funhouse" and "Calling All Cars". "The Test Dream" is generally more comical, but has its moments.
Almost everything about Ralph Cifaretto. Including the surreal sequence surrounding his death..
"Pine Barrens" has some eerie shots of the vast, quiet landscape. This, combined with the ambiguity of the Russian's fate and Christopher's realization that Paulie would kill him under the right circumstances, makes for a haunting and unsettling episode.
The onset of Junior's dementia, while prime fodder for absurd comedy, is also a bleakly disturbing source of Adult Fear. Most notably in the episode "Where's Johnny?", in which he wanders lost through Newark in his bathrobe searching for his dead brother.
The show's various whackings, while a major selling point of the series, are never portrayed as anything less than horrific. Notable examples include:
Brendan Filone's Moe Greene special. The kill itself is a Gory Discretion Shot, but later we see an unflinching close-up of his empty socket.
Matthew Bevilaqua crying, begging for "Mommy" and pissing himself before Tony and Big Pussy shoot him over twenty times. Made even worse by the false Hope Spot Tony had sadistically orchestrated. The following episode shows that even Tony himself was unnerved by this.
The killing of Jackie Aprile Jr. is incredibly abrupt, understated and bleak.
Tony's argument with Ralph Cifaretto that escalates into a brutal fight to the death, and the ensuing disposal of Ralph's body, in which his head and hands are removed. All this just after Ralph's son was hospitalized.
Tony Blundetto's death, and the gory close-up of his buckshot-ravaged face.
Vito Spatafore is beaten to death, then has a pool cue pushed into his anus. His wife describes him as no longer looking like a human being.