The war scenes, the gas attack in the German Trenches, Joey getting tangled up in barbed wire and the horses jumping over the German Lines in the forest without their riders during the failed British cavalry charge.
In the movie, after Joey finishes getting tangled up in barbed wire and he is lying on the muddy ground, there is a lightning flash and for a single frightening moment, you can see what appears to be a Slasher Smile on his face. It's really a normal horse expression, but it still looks rather scary.
One production, during a war scene, in dim lighting, the puppeteers flung off their horse puppet to create the effect of a carcass violently hitting the ground as the puppeteers, dressed accordingly to the time period, take their place a individual corpses of soldiers. The effect is as uncanny as it sounds.
A lot of the effects used in the play are downright eerie. From the loud Jump Scare-inducing gunshots and the ghost-like half-formed cavalry horses and their puppet riders (not to mention how creepy they tend to look when they die) to the wounded soldiers wearing creepy masks, parts of the show are bound to have you hiding behind your tissues when you're not wiping your eyes with them. The ominous and bleak overtones of the war scenes and the discordant music make this even worse, naturally.
