In "Boast Busters" Trixie claims she can defeat the dreaded UrsaMajor. A bit later on, Snips and Snails lure an actual Ursa into town and inform Trixie of this so she can defeat it. The expression on Trixie's face says it all.
In the episode "Dragonshy", there are unsurprisingly a lot of these in the scene where Rainbow Dash Leeroy Jenkinses the giant dragon, including her own reaction after realizing that kicking it in the face just made it angry. Less easy to anticipate, the scene ends with the dragon pulling similar expressions after managing to anger the wrong pony.
In "Sonic Rainboom", Rarity gets the idea to show off by flying close to the sun to beam light through her temporary, delicate butterfly wings. After a few seconds, the heat seeps into them and they evaporate instantly. She has just enough time after that to look over to her back and give a very heart-felt "uh oh" before gravity catches hold of her.
In "A Bird in the Hoof", Twilight's expression when she sees Princess Celestia's royal guards at Fluttershy's doorstep after Fluttershy kind of birdnapped Celestia's pet bird Philemena is a perfect example of this.
In part 2 of "The Return of Harmony", Discord barely has time to let out a Big "NO!" as he realizes he was dead wrong and the heroines have not only rekindled their friendship, but because of that he's about to get blasted head-on with the Elements Of Harmony — the one thing that can defeat him — and there's nothing he can do about it.
Before then, Celestia summons the Mane Six to the castle and tells them that Discord has gotten loose, what Equestria was like under his rule and that the only thing that can defeat him are the Elements of Harmony. She then pulls out the box with the Elements in them....and opens it to discover Discord has already stolen them. The look on Celestia's face can only be described as this.
In "Lesson Zero":
Twilight Sparkle has a huge sanity destroying conga of "Oh Crap" moments as her sources for friendship problems dry up more and more and she risks being "TARRRR-DYYYYYY" with her letter to Princess Celestia.
In "The Cutie Pox", when Applejack sees her sister (known to have four left hooves) dancing flawlessly with three cutie marks, and Apple Bloom gasps out "Help me".
In "Luna Eclipsed", the children and Pinkie Pie keep screaming in terror and running away whenever Pinkie interprets Princess Luna (whose previous evil incarnation gave rise to the Halloween-like holiday they're celebrating) as doing something sinister, which is a lot.
In the third season finale, Twilight Sparkle's song about how everything is awesome and that nothing could possibly go wrong screeches to a halt when Rarity accidentally drops a rain-cloud on her head, and has Rainbow Dash's cutie-mark on her flank.
Twilight: Everything is not going to be fine!
In the season four premire, when Twilight flashbacks to Luna's rising as Nightmare Moon, her wings, that were previously up, fold down. That might be an Alicorn sign of going "OH CRAP!" in her mind.
In Power Ponies, Mane-iac gets one when Fluttershy hulks out.
Spike, at first, more than excited to light the torch for the games. But once he gets inside the stadium, he quickly realizes how big the audience is, leading to this reaction.
He gets it again when he's allowed to sing at the medal ceremony for the aerial relay, expecting to perform the Ponyville anthem. However, he finds out too late that only the anthem for the winning team - Cloudsdale - will be played, and of course he doesn't know that one.
Twilight when she flies right at the hoof of Tirek while trying to get away from him. Even moreso when she teleports back to the library, thinking she's a good distance away and watch Tirek through a telescope only for him to turn in her direction and send a fireball her way.
Tirek likewise has one when his powers prove ineffective against the Rainbow Power and realizes his victory is about to be short-lived, leading to his own Villainous Breakdown.