There are some spooky-ish scenes throughout the movie: graffiti that comes alive, dark scenes, desolate cities...
There is a scene in which a man with marionettes is walking through a deserted subway station. An odd sort of tune begins to plan and the marionettes begin to grow to larger than life size.
The flying monkeys are now on motorcycles and rather gruesome looking, as are the Wicked Witch of the West Evilene and the workers in her sweat shop.
Bad things happen to the Scarecrow, Lion and Tin Man, but they explain away the "sadness" of the happening.
After they arrive at the Emerald City, and periodically until the end of the movie, there are bright colored lights that flash a few times.