Canon Fodder: While the series was going on, it was assumed that all the loose ends and questions would eventually be resolved or answered, leading to huge amounts of speculation. Most of it was never referred to again.
Can't Unhear It: Just try reading the books without imagining Count Olaf sounding like Jim Carrey.
Cargo Ship: In The End, Olaf embraces his weapons — a harpoon gun and a container of poisonous mushrooms — as if they're the only things he loves.
Thanks to her clingy unlucky husband, Esmé often gets this treatment. And Carmelita too, since she acts as her surrogate mother.
Ear Worm: If you listen to the audiobooks, Tim Curry's rendition of Volunteers Fighting Disease song will never leave your head. NEVER.
Epileptic Trees: A rather pervasive bit of Fanon holds that everyone and everything the Baudelaires encounter is part of a plan arranged by an Ancient Conspiracy with the purpose of training them for V.F.D. Theories of the "Minor Character X is really Character Y/one of the Baudelaire parents/Lemony Snicket" sort also show up.
Everyone Is Jesus in Purgatory: One can make a somewhat reasonable case for the Series being an allegory for the history of the Jewish people, and Daniel Handler has himself noted that the Series contains Jewish themes. Snicket's frequent use of Meaningful Names and literary allusions has also inspired a fair amount of overinterpretation.
Growing the Beard: The whole Mind Screw started and was hinted from the third book onwards, but it's after The Austere Academy when things really took off. That's because when he was writing the fifth book Handler had finally had his contract signed for 13 installments and could plan ahead the plot.
You could say that The Miserable Mill also grew the beard since it revealed there was a connection between Lemony and the life of Count Olaf. Monty's death in The Reptile Room was also a key emotional step.
Inferred Holocaust: Considering the huge number of buildings that get torched in the series, it's to be expected. However, it's also deconstructed in the sense that when it's the Baudelaires' turn to start burning things, they admit that they have no idea how many people die as a result of their actions, and are deeply affected by it, most notably in the destruction of the Hotel Denoument, where even the author isn't sure of the death toll. The book even ends with one: there's the potential for the islanders to spread their poisoning to the mainland, though it's acknowledged that this is unlikely.
Les Yay: "Although sadly I believe it will be quite some time before two women can be allowed to marry and I will love you if you have a child, and I will love you if you have two children, or three children, or even more, although I personally think three is plenty, and I will love you if you never marry at all, and never have children, and spend your years wishing you had married me after all, and I must say that on late, cold nights I prefer this scenario out of all the scenarios I have mentioned.”
Paranoia Fuel: Beneath the surface of society is a violent feud going back decades between two factions of a child-stealing conspiracy, many members of which lead elaborate double lives as respectable members of the community while in secret they have few compunctions about arson or murder; your parents, teachers and especially librarians are probably in on it, and so are waiters and hotel managers, while taxi drivers are just waiting to whisk you away to a new life.
Periphery Demographic: Like Harry Potter, it's one of those books you'll often see teens and adults picking up for themselves, possibly not allowing their own children to read them until they are mature enough that it won't give them nightmares.
An emotional example: The first time reading the books is easier to laugh at the wacky and absurd situations and the Deus Angst Machina because, in spite of the multiple warnings, it's easy to hope that at the end there will be a somewhat satisfactory conclusion and things will turn out well for the children. The second time around, when you are painfully aware of all the despair and misfortune awaiting the kids at every turn that will in all probability continue long after the end of the books, even the wackiest setback can become a Tear Jerker
There's a surprisingly uplifting bonus: If you followed the series as each book came out, it was pretty easy to forget some of the many references to the future, long after the Series finishes, that the narrator made in the earlier books. While the final book pointedly refuses to give a satisfying conclusion, and indeed an unhappy story is what the narrator had often called this entire saga, there are several small hints that the Baudelaire's have quite a future ahead of them after all. In The Wide Window, it's definitively stated that Violet would return to Briny Beach for a third time, and since she hadn't by The End, she must have survived. In The Reptile Room Klaus is said to, after many years, still be wishing he called the taxi driver to take Stefano back, implying, though with much less evidence, that he survived. And although not a Rewatch Bonus, in the Beatrice Letters Sunny is mentioned as sharing her recipes on the radio when she grows up to be a young woman, which is the strongest evidence of a happy ending for any of these characters. Suddenly, a book series that's famous for its unfortunate events and inconclusive ending ends up with a heartwarming moment via a good rewatch!
Spoiled by the Format: The Baudelaires' fortune will be legally theirs once Violet turns 18. It takes 11 books for her to reach her 15th birthday, and the series ends when she's roughly 16. Though by that point the Baudelaires stop caring about their fortune and are more concerned with surviving.
Squick: Olaf trying to arrange Violet to marry him in the movie/first book. Keep in mind that he's a man probably in his fifties or older trying to get a teenage girl to marry him.
The Chris Carter Effect: Invoked Trope by the author (one of the major messages of the series being that "not all mysteries can ever be solved, better to accept this and move on"). There is a seriousBroken Base on whether or not deliberately invoking the Trope at all (let alone for the sake of An Aesop) and then going ahead with putting a massive amount of unsolved mysteries on the story makes it any less of a Troll act on the part of the author.
What an Idiot: On no less that four separate occasions in The Carnivorous Carnival it is shown pretty clearly that Count Olaf knows exactly who the Baudelaires are, and these kids, who have been so good at catching on to these sorts of things previously, miss it every time. To clarify:
1. After revealing their true identities to Olivia, Count Olaf comes bustling out of her tent the next day to exclaim "I've got what I wanted!" before pointing directly at the Baudelaires.
2. On their way to the lion show, Olivia hands Violet the last ingredient needed for their escape vehicle and refuses to answer their questions, pretty clearly implying that she has betrayed them and wants them to escape while they can.
3. Olaf relentlessly trolls them after the lion show, menacingly pointing at Klaus and saying "I think you're lying to me..." after Klaus has insisted that there's nothing else useful in the tent. Of course, two seconds later he's supposedly talking about the food left in the tent.
4. Not much later, Olaf decides to keep Chabo/Sunny with him in his car, even though he has no reason to do so and it's even said that the car is overcrowded. Of course, it would have probably been too late for the Baudelaires even if they had caught wise by this point...
Big Lipped Alligator Moment: In the film; in the middle of the dramatic destruction of Aunt Josephine's house, the tension is immediately cut by the inexplicable appearance of the Aflac duck screaming.
Crosses the Line Twice: Daniel Handler's reaction to the fact that all of The Wide Window was filmed - "You did?! You filmed the entire segment of The Wide Window!? - followed by his reaction - "You said this was not in the film!" (paraphrasing!) - concerning the Marvelous Marriage seems to scream of this.
Ho Yay: In a deleted scene, Constable and a critic played by Dustin Hoffman get to banter as they watch The Marvelous Marriage. The Critic even asks Constable if they want to get Chinese [food] after the show.
Love to Hate: Count Olaf in the movie. Jim Carrey's portrayal gives the character just enough comedy to go with the evil of the original, and actually makes him come off as smarter than his book counterpart.
Magnificent Bastard: Count Olaf certainly has his moments, especially in the movie, where he seems to stay one step ahead of everyone up until the climax.
Mis-blamed: The plot of The Film of the Book is attacked for trying to fix the insubstantial nature of the books it was based on; alleged leaks of the author's original screenplays indicate that he'd have deviated even more wildly.
Nightmare Fuel: That moment in the movie when Count Olaf lets go of Josephine, as the boat sinks. We actually get to see her sink with the boat in a deleted scene.
They Changed It, Now It Sucks: In regards to the film, the way that Count Olaf is defeated (in an ending that is lifted from the first book, The Bad Beginning) is completely different. In the book, Violet makes the marriage invalid by signing the wedding vows with her left hand, and the law says the vows must be signed using the hand of the bride, and since Violet is right-handed, it's technically invalid. In the film, Olaf catches on to this deception and forces Violet to sign it with her right hand, pretty much a direct middle finger to the fans of the books, meaning it's up to Klaus to save her all for the sake of a more exciting, Hollywood climax.
Uncanny Valley: CGI Sunny in the film appearing in a flashback when Klaus tosses her something and she catches it with her teeth.
WTH, Casting Agency?: Neil Patrick Harris as Count Olaf. Though this was lessened a bit when the first set photos of him in character were released, showing a close resemblance to the character as depicted in the illustrations.