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.).
This film may have been considered very dark for a kids' film at the time (as it deals with topics such as disease, death, enchantments and natural disasters), although it is pretty tame by today's standards.
There are flying monkeys. Need I say more?
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.