- Alex's nightmare in the third movie where he and his friends grow old and still in Africa. Of course, they are exaggerated and Alex's "I aged well" line is pretty funny, but the implications...
- It's quite a shock to see the Penguins zooming off into the distance...and then the camera zooms out to show the surrounding savannah being gray and lifeless...
- Captain DuBois pulling out a saw to behead Alex with.
DuBois: Poor, poor animals. You should never have left the forest. Now you deal with me.
- Not only that, but DuBois also takes the Scarily Competent Tracker aspect to ridiculous and very creepy levels: Just from smelling and tasting tracks left behind she can not only identify all sorts of impossible things about her quarry (height, weight, what they last ate), but she actually sees ghostly after-images of them showing their last actions.
- She sports a Slasher Smile as she has Alex by the neck.
- Vitaly's dark and troubled backstory of screwing the ring jump by lighting the hoop on fire and coating himself with olive oil. The result is still extremely disturbing despite the Gory Discretion Shot.Stefano: He flied to close to the sun and he got burned — literally. The extra virgin olive oil is extra flammable.
- Alex's return to the zoo on his podium is this, especially since it's a Dark Reprise of the first film, complete with subdued colours, the group's frightened expressions and DuBois' aura of evil.
- DuBouis attempting to shoot Alex with a poison dart, right in front of the crowd! Gia manages to save him at the last instant.DuBois: (smiling evilly) It was never about the money. It was about... (pulls out an Alex foam finger, under which she's hiding a poison dart gun) the lion.
Nightmare Fuel / Madagascar 3: Europe's Most Wanted