- 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.
- In one episode, Peter accompanies Tiger Lily and Hard-To-Hit up river to a sacred site, with Hook in hot pursuit, to recover a magical golden arrow. At the final resting place, they have to deal with the arrow's guardian; a giant demonic bat-winged serpent.
- Ice King Kyros, a bad-tempered frost giant with the ability to teleport anywhere that his name is spoken aloud. He has the power to freeze Neverland solid, and is only a little provocation away from doing so. When Peter foolishly gets into a fued with Kyros, the Ice King responds by creating an Evil Clone of Peter out of living ice, which freezes Neverland solid before Peter finally admits he's been beaten and informally surrenders to Kyros by giving back the jewel he stole that started it all off.
- Perhaps the scariest part of the episode is after Peter goes to Kyros' lair and steals a replacement gem for the one he stole earlier and which Kyros took back... which Kyros foresaw. The new gem is booby-trapped and goes off in a surge of magical cold that flash-freezes the entire den, and every Lost Boy in it! If it hadn't been for Tinkerbell being able to magically thaw herself out, Peter and his friends would have been frozen forever...
Nightmare Fuel / Peter Pan & the Pirates