Ho Yay: A scene where Boone and Little Bear are so terrified of a huge booming noise that they hold eachother for dear life.
Nightmare Fuel: In The Key to the Indian, Omri and co. have figured out how to send themselves back in time to make past toys flesh. Omri's father ends up in a faceless Iroquois doll for a few hours.
At one point in time travel, Omri becomes a piece of fabric on an Indian tent, and when it catches on fire during a raid it begins burning him alive until his friends pull him back to the present.
Tear Jerker: Any of the times Omri and Patrick have to say goodbye to their little friends, but the send-off at the end of the first book stands out especially. Also, the deaths of Boone's horse, Tommy the World War I medic, and Tom the thatcher. Even Jenny's death told in flashback wrenches at the heartstrings.