Wander's expressions in "The Fugitives" as he tries to resist helping are pretty disturbing. The lighting, angles, and the fact that in at least one shot his fur looks more ragged and sharp don't help.
Lord Hater's appearance was deliberately designed to be intimidating, and he can be scary when he gets angry. Even Cloud Cuckoolander Wander has been shown being visibly frightened by him.
The eerie backgrounds in "The Pet", Sylvia being all alone not knowing where Wander is, and the Jump Scare at the end.
Wander finally figures that Capt Tim isn't really pet material when the critter sticks his tongue down his throat to try and rip out his heart.
The episode prior to Wander finding "Captain Tim" has a more ominous soundtrack (it sounds more like other episodes when Wander discovers him).
Lord Hater's ability to intimidate is pretty much played completely straight in "The Prisoner." He was willing to let his ship blow up in order to get Peepers to admit that he (Peepers) was wrong about capturing Wander being easy. Not to mention the fact that Hater's plan throughout the episode was to torture Wander.
Wander as a bad guy in...well, "The Bad Guy." Sure, it's just an act, and he's hamming it up the whole time, but all that growling and snarling can sometimes seem a little too convincing...
Added with a little Fridge Horror when you notice that Sylvia finally has to take the fake mustache off him in order to get him to drop the act. He doesn't remove it, she does, and when she does he suddenly goes slack. For a little bit, was the Wander we know and love just gone?
The title enemy in "The Troll" constantly getting larger and more disgusting looking simply from the angry reactions to his remarks.
Wander's increasing Sanity Slippage from wanting to see what's in the titular box of "The Box".
"GIVE ME THE BOX."
In both "The Hat" and "The Bounty", Wander and Sylvia GET SWALLOWED ALIVE! In very grotesque form, too, especially in "The Hat".
Jeez, where to begin in "The Ball":
The inhabitants thought about nowhere to go except the way No Party Like a Donner Party, even Wander and Sylvia were even shocked by this idea.
Averted; this was the second time Wander has gone in a Sanity Slippage (third if you count "The Fugitives").
Buster may be adorable, but he becomes highly terrifying from the inhabitants' perspective with all the mass destruction and monstrous close-ups.
The climax of "The Lonely Planet," especially once Janet tries to drown Sylvia in a chasm and eat her.
Near the end of "The Fancy Party", just as Lord Hater is about to be given power by the queen, it turns out that she's actually a demonic body surfer who wants to possess Hater's body for the millenium! If it weren't for Wander doing the Heimlich, we would've ended up with a very evil being possessing him! And to me, that's just dark and creepy.
"The Void" has Wander grow and Sylvia mysteriously shrink. Giant Wander picks tiny Sylvia up and says that she's so small and so cute, he could just eat her up. Literally! And he starts to make chomping noises almost like he WAS going to eat her!
While the "Take a Step Inside Your Mind" song is incredibly catchy, it's kind of terrifying to see Wander essentially force Sylvia to sing and dance along with the song. She literally becomes Wander's puppet!
Think about "The Gift II: The Giftening" from Lord Hater's P.O.V: His day is going as usual, shouting at his subordinates for incompetence. However, you find one who doesn't respond, and then he turns around to reveal that he has turned from an average soldier to a happy person who constantly laughs and says "Happy!" all the time. You check security footage, and discover It's your nemesis, giving them gifts and turning them into the same beings as the one Watchdog you watched earlier. Your commander goes to investigate with a team, but before you know it, he has also succumbed to the power of the gift. The worst part must be when Hater opens the door, sees a happy Peepers, and then turns to see Wander with a wide smile, taking out a gift from his hat...
The first Watchdog going bat*** crazy on Commander Peepers when his gift gets taken away from him.
We get a hefty dose of Adult Fear in "The Toddler" when Huckleberry Knucklehead ends up on one of the upper floors of the mall, falls down so he is teetering over the edge, and then starts reaching over the railing for a bright red mall clock on the ground floor...