- The Most Dangerous World Imaginable in general. Granted, the Zeros being gigantic badasses lets them kick its ass more often than not, but come on, it's a gigantic Death World where there is no escape, monsters and the environment are trying to kill you at every turn, and you can't even see your kid for Christmas Eve.
- The finale reveals that if a portal to there is left open too long, the evil energy will leak out and destroy the multiverse!
- The reveal of the Snowman's head in a box. It quickly turns funny when he and Boone begin screaming in terror, with bonus points for Boone's high-pitched shriek.
- The Milkman, good lord. Aside from the fact that he wants to destroy both the economy and the primary food source of an entire dimension, he's also disturbingly cheerful about it. It isn't helped by his commercial during his intro where the mother pours her son a bowl of milk, and just keeps on pouring until they both drown in a flood of milk!! If that wasn't bad enough, Word of God reveals this isn't the last time we see him.
- Professor Evil Professor certainly lives up to his name when he offers the Part-Time Heroes three different ultimatums: Sashi or Boone dies to save the other, or Penn can kill Rippen and save the both of them. Even Rippen is horrified, though he doesn't explicitly show it.
- Even scarier, the professor then attempts to hypnotize Penn into killing Rippen. Thankfully, he snaps himself out of it, but still...and what makes it even scarier is that there might've been a little bit of Penn that would've been willing to kill Rippen, considering he's responsible for getting Penn's parents trapped in the Most Dangerous World Imaginable.
- Seeing Penn suffering from an unknown disease in the "Fantastic Voyage" Plot episode. First his skin turns green, then red spots appear. It gets worse when his right ear falls off and he almost dies from the trauma... Poor Penn.
- Penn getting trapped in the dark void that is The Nothingness in the season 1 finale "Save the Worlds".
- Sashi defeating a Shark by slipping into her brain through her eyeball, then clubbing her brain 'twice'' until she's forced to spit out Larry, Rippen, and Penn, and eventually the pearl the heroes needed. Of course, said Shark was an unrepentant predator who would not be reasoned with, but you have to wince (and get a little bit grossed out) at how brutal that got.
- Back to the Past of Future Balls has the evil sports equipment take over the ball world through time travel. That was bad enough but Boone and Sashi die. They are saved through more time travel, but that doesn't really soften the blow.
- Rippen's final form in "Ninki Ninja Fight Town". Although, being the whole scene is a shout-out to Tetsuo's mutation scene in AKIRA, this is to be expected.
- The worlds Penn and the gang head to to charge the shards.
- At The End Of The Worlds, in general. The title card...Just...whoof. And at the climax, random things break apart and the remaining shards are left floating in the air in a liquid form, similar to what happens when ice melts. So that means the whole multiverse is basically melting.
Nightmare Fuel / Penn Zero: Part-Time Hero