The Wicked Witch may be frightening to younger audiences, as she has green skin (and other features to make her seem creepy and unpleasant) and wears black to make her look scary, and is commonly shown threatening characters in many scenes.
There are several scenes in which Dorothy is upset and crying (usually afraid for another character or her own life).
The Flying Monkeys have a somewhat creepy appearance (blue fur, sharp teeth, wide mouths, ect.).
Some characters have appearances that are sort of creepy and disturbing, mainly to some younger audiences.
In the original VHS release a figure can be seen hanging lifeless from a noose that appears to be a munchkin Warner Brothers has claimed the scene was fake and photoshopped however people have posted videos on YouTube of the original vhs tape playing in their vcr and that scene can be shown then in the remastered version it is replaced with a bird so it appears to be some sort of strange coverup.
Some "alive" apple trees throw apples at Dorothy and the Scarecrow.
The tornado approaches the farm just as Dorothy arrives (including views of her inside the farmhouse as things are blown about, and later images of the house up inside the tornado, etc...).
The Wicked Witch throws a fireball at the Scarecrow.
Dorothy and the trio go through a dark "haunted forest" and then encounter some flying monkeys that chase and attack the foursome.