WARNING: Per wiki policy, Spoilers Off applies to Funny Moments pages. All spoilers will be unmarked.

Remember, no matter how silly they look like, these people are The Mafia and the worst part? They can use magic.

Daily Life & Kokuyo arcs

The usage of the Dying Will Bullet. The anime is kind enough to allow the effect of the bullet to hit Tsuna with no visible wound; the manga on the other hand shows that Tsuna is shot, visible wound and blood included, and it is a bullet so if the effect didn't work...

Mukuro's constant grin. As well as his Evil Eye and his "ku fu fu..." Also, the Path of Humans.
The shot of Mukuro smiling even after stabbing his own eye out.
How about the way Mukuro defeated Mammon? He did so by turning into a suspiciously tentacle-like black mass, forcing himself into ~~her~~ his mouth, and making him explode. All while he screams for mercy.
Lussuria's implied necrophiliac tendencies. In his own words, his favorite bodies are the "cold, slowly decomposing, unmoving ones".
Chrome's abusive parents. She also suffers from Blood from the Mouth whenever her illusionary organs give out. Immensely freakier in the manga where they actually show her coughing up quite a bit of blood.

Byakuran trying to strangle Tsuna while smiling. And then doing the Neck Snap on him. This is toned down in the anime. Instead of the neck, Byakuran was either trying to snap his spine or crush all the bones in his body. Sounds less scary, until you count how many bones AND organs he probably broke this time.
Tsuna vaporizing Byakuran with his X-Burner because he was angry as a result of Gamma and Yuni's Heroic Sacrifice. There's also the expression on his face as he tells Byakuran that he won't forgive him and Bykauran losing his cool following Gamma and Yuni's Heroic Sacrifice.

In Chapter 329, Daemon Spade orders Enma to "Take Sawada's skull and crush it like glass." And then he laughs maniacally...

Enma after he crossed the Despair Event Horizon. Dear god, Body Horror doesn't even BEGIN to describe how frightening this is. Poor Enma...
Daemon Spade even worse''' than Mukuro in how he obtains his goals, and normally he shouldn't even be alive in the current storyline due to being one of Primo's Guardians.

Mukuro's new illusion from Chapter 381. Corpse eating crows. Which he proceeds to use on the Vindice. He was gonna use it on Tsuna to defeat him.
We get to see what the Vindice look like without their hats and cloaks. It is ''not'' pretty.
Chapter 401. We finally see Bermuda's true form; it's a child-sized man with black steam coming out of tubes in his arms and a face that is set somewhere in the Uncanny Valley of lizard-man with big eyes. Later, we see Bermuda right as he created the Flame of the Night. His face is decaying and he looks like he's begging someone to kill him. The Vindice is bad enough already, but their bodies stopped that process and obscured by bandages.
The Vindice are former Arcoblenos. Meaning Reborn and company are either going to die or be living corpses who can't even move without someone else giving them flame energy. To make it worse, if Tsuna hadn't interfered that would have eventually happened to him and the other Vongola guardians since they "won" the contest.