- The sheer fact that the Lost Boys don't remember anything about their past lives before coming to Neverland including their families, or even what a mother is combines this with Tear Jerker.
- Michael once had a nightmare in which his friends are frozen in ice with expressions of horror on their faces.
- In "Wendy and the Croc", Wendy ends up eaten by the croc in a shrunken, half-spirit form. She tries to control the beast to stop it from trying to eat her brothers - but only succeeds for a few seconds because the crocodile's willpower is stronger than hers, and uses up her own remaining will. She almost merges with the croc, effectively killing her.
- Just the croc by herself was frightening enough. Unlike the Disney version, she was never played for laughs and everyone was terrified of her and gave her a wide berth. Those weirdly human teeth, which were probably added to make her less scary, actually made her worse.
- In "After the Laughter", Wendy's laugh is stolen by the mermaids and a being who collects all lost, misplaced things. Tinker Bell tells the others that without a laugh, Wendy will die. After going through a lot of effort to get it back, the gang encounters Captain Hook...who pops the laugh, and Wendy nearly dies as a result.
- The very premise that you need to laugh at least once a day before sunset or else die is terrifying.
- Also the fact that Captain Hook's lost childhood which he had been desperately searching for is stolen from him once again.
- The end of the episode "Three Wishes" where Captain Hook is actually killed when the crocodile eats him. This is a rare case where a Reset Button being used to reverse everything in the end is actually a very good thing.
- In one episode where the cast is shrunk, Hook captures them and attaches them to fishing lines as bait.
- The Christmas episode which starred Hook in Scrooge's role had some nasty moments, like Smee going mad after Hook died and Peter forgetting he'd ever existed — which lead to Hook deciding he'd become even nastier to make sure no one ever forgot him.
- The final episodes, "The Ages of Pan," have Peter undergoing Rapid Aging to the point of death as Neverland starts to fall apart without his belief in it.
Nightmare Fuel / Peter Pan & the Pirates