Some sequences can be quite creepy, and Merlin has his moments (look at his eyes), he eventually literally becomes a nightmare.
Morgana insists for Merlin to show her the full power of the Dragon, at which point his staff shoots out fire and his eyes become blazing white, intoning as she screams:
Merlin: Look into the eyes of the Dragon and despair! I destroy you! I consign you to oblivion!
Morgana's death is terrifying. Merlin speaks to her in a dream, tricking her into uttering spells that cover the land with fog and drain her life force away. When Mordred comes upon his own mother, she's a hideous, babbling old crone and he strikes her dead without recognizing who she is.
The Knights being hung from the tree by Mordred's forces.
Lancelot accidentally stabbing himself while sleeping, the sword going right through him.