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This cartoon was not a super popular one and hence, especially by season 4 when the ratings were very poor, they could get lots past the radar usually in the realm of violence.
Many examples, such as Bishop getting impaled through the chest.
Though it was an illusion, Splinter getting impaled on-screen.
Don't forget how the turtles used the word "shell" as a curse word. More specifically, it is treated as a portmanteau of "shit" and "hell".
In "Fallen Angel" Hun remarks on how much he enjoyed burning down the store that Casey's father owned, Casey's reply is "At least I had a father!" possibly implying that Hun is a bastard.
Similarly, though never actually said, it's alluded to repeatedly that Hun and the Dragons killed Casey's father. In "Dragons Rising" Casey even has flashback of his father leaving to talk to the police with a baseball bat which seems to be the last time Casey saw him alive.
Shredder actually being beheaded by Leo in an early episode was bad enough, but goes into Nightmare Fuel at the very end where he picks up his disembodied head and walks away. Sure, you find out later he's a brain-sized alien in a robot suit but at the time it's freaking terrifying.
"Same As It Never Was", the entire episode, it was grim and grittier, characters are heavily implied to have died, and the biggest Crap Passing moments? The Turtles of that dimension are killed, with their corpses completely on screen, Shredder dying via laser drill to the face, and Karai being bazooka'd, this episode is the least child friendly in the series, and makes you wonder how "Insane In The Membrane" got rejected, even with all the frightening imagery in that episode, "Same As It Never Was" evokes terrifying to absolutely insane effects.
The reason SAITNW managed to air was because when the characters died, their lifeless bodies just stayed still. You didn't see their bodies decompose and it didn't have a single ounce of blood from any of the characters. Insane in the Membrane on the other hand, showed Stockman's body falling apart, there was even a part of his face that had no skin, depicting blood. And of course, one of the entries below says one of his fingers fell off.
When Casey proposes to April in The Engagement Ring, he uses a hockey analogy, and accidentally states that he wants to "play her for the rest of his life", before realising just what he said.
In New World Order, the Tengu Shredder easily defeats Karai for bearing the Shredder mantle, and then uses his power to hold her in place, whist remarking; "Such a coarse young woman, I wonder if someone more well mannered lurks beneath that rough exterior?"- before proceeding to use his powers to strip Karai of her armour leaving only her form-fitting bodysuit left. Upon observing this, he then states; "Perhaps I should let you live after all. You would make a fine slave". For bonus Squicky points, the Tengu Shredder's face looks exactly like Ch'rell's human form (due to Ch'rell basing his own Oroku Saki persona on the original), meaning that Karai has someone who looks exactly like an undead version of her (adopted) father, lusting after her and planning to make her his personal slave.
In the season 4 episode "Insane in the Membrane" Baxter Stockman finally clones a new body for himself only to discover that the process is imperfect after his body starts to rot and his fingers fall off on screen. They never aired it on tv, but it still counts as Getting Crap Past the Radar since they included it on the box set without warning.
There was also going to be an episode planned out that had Hun being a conjoined twin, that was a bit too much for 4Kids, so the episode ended up being scrapped.
In "Tales of Leo", Mikey says, "It sucks being cold blooded!" Surprising to hear on a 4Kids cartoon.
Fast Forward managed to pull one off. In Bad Blood, Mikey's evil clone outright says "That book sucked eggs!". Also, the Dark Turtles are shown entering a bar and offer to buy everyone drinks. Granted, there was no evidence that the drinks were alcoholic, and alcohol may have even been outlawed in the TMNT 2003 universe in the Fast Forward era, but still.
In the first episode, when the turtles go up to the surface, a couple walks out of a building laughing and they're walking rather wobbily, implying that they're drunk.