Ear Worm: Polka, on repeat, used rather well, but so catchy.
Level 1 provides examples of:
Paranoia Fuel: The "Worried about nothing" stage. There are no traps, but you've come so far you're probably expecting there to be one.
Level 2 provides examples of:
Fridge Brilliance: "Run Donkey Run". The games have you mostly playing as a blue elephant. The stage in 2 has you play as a red donkey. The colors are the opposite of the Democratic and Republican political parties; the Democrats use the color blue and have a donkey as their symbol and the Republicans have an elephant as their symbol and use the color red.
That One Stage: "Corpse Shot". If you forgot about the panic button, that is.
Another contender is "Freefalling", which has the elephant freefalling while you try to guide it past the spikes to the goal. Let's just say that if you make it through this stage without feeling the urge to rip all hair out of your head, you are either an amazingly good player or a liar.