None.

Kay mentions about throwing the Snow Queen into a hot stove, and let her melt.

The Snow Queen causes a snow storm to burst into a house.

Kay gets a icicle into his eyes and heart, and turns into a "bad boy".

A mother bird freezes to death. It's baby birds seem to be fine.

Several guards grab a couple of crows, and are about to arrest a girl until a princess asks the guards to set them free.

A group of people rob a horse carriage wagon. An old woman asks if Gerda would taste good (making a brief reference to eat her). A girl bites the woman's ear. Several of the robbers carry knives and some other weapons.

A robber girl appears to be cruel to some captive animals, especially a reindeer. All of these animals are set free by the same girl for a certain reason.

Several birds tells about the Snow Queen having blown over birds, having caused all except for three birds to die.

A girl and a reindeer struggle through a heavy snow storm.

None. At least not in the original Russian version.

Robbers drink a lot.

Several scenes are mildly dramatic, mainly the ones having to do with the Snow Queen. However, these scenes shouldn't scare any children at all.