The Skullasaurus from Pooh's Grand Adventure. It never appears in the whole movie, but its growls are always being heard by the heroes as they search on for Christopher Robin, and by each time its growls are being heard more and more closer and more aggressively, as it seems to getting more and more closer to them, and through the movie, there's a feeling that it really has its eyes on the heroes and is just playing around for no reason but to scare them for its own amusement. By the end of the movie, it turns out most of the growls were really from Pooh's tummy.
Similarly, the "Rock-a-Bye Pooh Bear" episode of The New Adventures of Winnie the Pooh in which a tornado or hurricane or something strikes and carries everyone away in increasingly convoluted ways, leaving poor Piglet all alone when it passed. Scary as they were being carried away, and scary when it passed and everything was too calm. And it was more or less focusing on Piglet because he's the one who'd be the most frightened in such a situation.
In "Luck Amok", Tigger tries to hide Piglet from seven years of bad luck by hiding him in an isolated refuge for seven years, which is topped by a lightning rod because "lightning will be afraid to come around". However, a lightning bolt strikes the rod, which destroys the entire refuge, leaving only Piglet. This leaves Piglet extremely traumatized and spends the rest of the episode muttering to himself with a terrified look on his face.
Early on in the episode, Tigger (I forget why) unplugged Rabbit's bathtub drain, causing the poor bunny to get sucked down while Tigger speaks in a creepily-cheerful tone. Sure, he uses a plunger to pull him back out, but GEEZ.
At one point, two heffalumps extend their noses like accordions and proceed to play the (already terrifying) main melody of the song in a very slow, much higher pitch. The resulting sound effect turns out like Death's violin in G major.
That part is immediately followed by a heffalump who's using his ears to fly shouting some gibberish before swooping down on Pooh. What was he even supposed to be saying there?
Not to mention the bit where a heffalump is walking behind a honey pot (which, itself, is walking onhumanlegs). She removes the lid with her trunk and it laughs/cries (?) hysterically until she puts the lid back on. What was that all about!?
The pulsating music and lighting makes The Stinger of Winnie-the-Pooh somewhat unnerving. Of course, once the Backson starts talking, it switches to funny.
In "The Tigger Movie", the avalanche scene and how close Tigger got to being killed in it. Granted he didn't, but still.
In "Everything is Honey", is Pooh actually so hungry he's hallucinating that everything is honey while a jaunty song plays, or is he sleepwalking along and dreaming that everything is honey? Either way, it's scary.