- In one book, Jessie is attacked by the criminal and has a bag shoved over her head and tied on. If Henry hadn't heard the noise and run outside... brrr...
- Violet's illness in the first book combines this with Adult Fear for Henry especially. You're living on your own in the wilderness on the edge of town, you've just avoided having your youngest sibling sent to an orphanage, and your younger sister requires medical attention that could lead to the family either being taken into care or sent to live with a grandfather they've been led to believe is a monster.
- Also in the first book, we have Watch growling, then barking at something unseen in the woods at night. Henry and Jessie are terrified, and can only close the boxcar door and tell themselves it's just a rabbit.note
- Blue Bay Mystery is rife with this: the family and their friends are on what they think is a deserted island, with no way to contact the outside world, and suddenly discover that someone else is on the island too. Even without this frightening discovery, the book's very premise is a good dose of Fridge Horror: what kind of grandfather thinks it's a good idea for his family to vacation on a deserted island, with absolutely no way to leave the island or call for help in case of an emergency?
- On top of that, we learn that the other person on the island wasn't alone when they were shipwrecked. What happened to the second person? He was eaten by sharks.
Nightmare Fuel / The Boxcar Children