The scene discussing everyone's reaction to Elphaba post-melt down doesn't give much detail, only that it was horrifying, vomit inducing, and that they aren't going back into that room to clean it up any time soon.
The bizarre inter species orgy in the philosophy club turns from crude to eerie as the host narrates cryptic prophecies along this.
One of Elphaba's first words was after being found outside in the darkness, "horrors."
The Wizard's mechanical head contraption in the musical. It was deliberately meant to be creepy and loud.
The Wizard's head contraption: I am OZ!!! THE GREAT AND TERRIBLE!!!!!
The Reveal in the musical that Elphaba turned Boq into the Tin Man (so he could live despite lacking a heart) looks like something out of a horror movie. The music, along with Boqgoing mad from the revelation, really cements the mood.
Ilianora/Nor being "stitched into a finalizing virginity" so that she would never have children who would suffer as she did.
An example from the musical: After "As Long As You're Mine," that screaming sound Elphaba hears before she sees the house... Is that supposed to be Nessarose as she's dying? Either way, it's chilling.
The scene in the musical in which Elphaba is tricked into giving Chistery wings. The transformation is played for all the horror it's worth, and then it gets ramped Up to Eleven when a set of curtains open to reveal an entire cage full of monkeys that Elphaba has just forcibly, accidentally and irreversibly transformed.