In "Countdown to Extinction", the evil mad scientist Dr. Arkeville gets electrocuted and is treated for his injuries by being made into a cyborg. The result is this◊ delectable bit of Body Horror.
In "Dark Awakening", Zombie Optimus Prime and his Heroic Sacrifice that involved bits of him being blown apart, he ends up without an eye and an arm before his death. The first act had Optimus Prime terrify young Daniel after the lights go out.
Webworld, the Torkuli in general. They are not above lobotomisation to cure their patients of their insanity and speak in a Creepy Monotone. The fact that Cyclonus (who signed all those forms to have Galvatron committed) couldn't do anything to stop them from them implementing Maximal Intervention (by use of the Ayla, insects that have a symbiotic relationship with the planet) on his leader.
The Energy Vampires (which other than the name, are pretty much a robotic version of the classic Romero zombie) from "Dweller in the Depths" are really creepy. They lose all their coloration, their eyes glow, and they advance slowly but utterly implacably.
How about the entire episode? The Dweller in the Depths, as the Transformers Wiki notes, plays out like a toned down horror movie, which makes sense given that it is inspired by H. P. Lovecraft. You get to see some lovely injuries. First off, during the flashback, the scientist has one of the Dweller's tentacles destroy one of his faces, and when he asks for permission to destroy it, you get a brief, but lovely shot of an utterly wrecked mess of a face that is covered by a mask.
The Trans Organics after the Decepticons awake them. Thanks to the fact they are half organic and half cybernetic, they are straight out of a monster movie. The Decepticons are pretty quickly overwhelmed, with Cyclonus getting his shoulder slashed, and a Sweep getting a very large chunk of his shoulder bitten off, which when it crashes to the ground, has lines of electricity sparking everywhere.
The titular monster is just as scary. It gives some very terrifying roars, getting grabbed by it will get you drained of your energy to serve as a minion of it, and the netting it can shoot from its mouth is near impossible to break out of before you are drained. Its physical resemblance to a merge of Jabba the Hutt and the Sarlacc makes it especially freaky. Oh, and it can move incredibly quickly despite being a slug.
When Springer goes to try to save Wreck Gar, the Dweller attempts to bite him. Okay, Springer manages to jump over it, but had it bitten him, it is not a very far stretch to presume it would be quite messy. And when he breaks Wreck Gar out of the Dweller's back tank, it appears they are safe. And then a Wham Line where Wreck Gar, says "Feed me!" before turning Springer over to the Dweller.
And when Ultra Magnus and Arcee come across Galvatron, he openly declares that if the Dweller gets him, he will be pleased with the idea that he will kill Ultra Magnus and Arcee before he dies. While Galvatron has been made into a punchline throughout much of the third season, this is one of the rare post Movie instances where he becomes a genuinely scary villain, mostly thanks to the music, the way the scene is animated with him slowly approaching the two Autobots, and Frank Welker's voice performance.
The Hate Plague from "Return of Optimus Prime" spreads across the entire planet, so everyone has to see everyone they love go insane and start attacking them, knowing that just a touch means they will lose their minds as well...
It says a lot that even Galvatron is horrified by the plague.
Planet? It spread across the galaxy.
The eponymous disease from "Cosmic Rust". It's leprosy for robots. The Autobots even call up video archive footage of a 'bot collapsing to the ground and crumbling to dust from it.
Rodimus' vision quest into the Matrix in "Five Faces of Darkness, Part 2".
"The Secret of Omega Supreme" shows that, during the original war on Cybertron, Megatron used a machine called the Robo-Smasher to brainwash people into becoming Decepticons unwillingly. Omega Supreme is attacked by the Robo-Smasher but manages to destroy it before he can be changed completely into a Decepticon, but doesn't escape unscathed. He's forever completely unable to feel any emotion but hatred due to being partway turned into a Decepticon and is considered a social outcast among the Autobots due to his dreary outlook on life. He gets slightly better by the episode's end, but that kind of backstory probably hits hard on anyone if they or a loved one suffered from a mental or psychological condition due to trauma or abuse.
The prospect of Unicron's revival in Ghost In The Machine. Any kids who were scared of the Planet Eater in the movie had to be spooked by the sight of his disembodied head with its eyes restored.
Galvatron, the first one, especially after he goes completely insane. As his earliest appearance demonstrates, he can shrug off enough firepower to level a whole city.
The Demons, Primus' first failed creations, are all kinds of unsettling.
Shockwave's first appearance in the comics, casually shooting every Autobot present. No warning, no announcement, he just shows up almost completely out of the blue and BLAM!
The corrupted Matrix. Especially once it starts taking over Thunderwing, growing into a large demonic shade...
Its reappearance in Regeneration One is so much worse, though.
"Rhythms of Darkness". All of it. Unicron has won. Cybertron is gone. The Matrix is gone. The war is long over, and the Decepticons have won, and taken over America. The rest of the world is planning to nuke the Decepticons, unaware it'll just make them stronger...
Buzzsaw. True, he's a walking version of The Worf Effect, but his method of fighting is disturbing; slicing his enemies to pieces with his beak. And it takes fifty issues for him to go down for good.
What's done to poor Spanner. He's not just part of the Space Bridge, he is the Space Bridge. Bob Budiansky later suggested that what was done to him was so painful it destroyed his mind.