"Changing Nature" is very dark.
In "Germ Warfare" and "Terrible Twos", the Baby spins his head in a 360 degree angle (just like the Exorcist, Toy Story, Goosebumps, and Big City Greens' Hiya Henry episode). This is easily scary, tied with the ending of the series (Changing nature).
In "The Son Also Rises", Robbie has an emotional outburst at his father, dealing with how stressed, tired, confused, and angry he is. This is played for comedy, though in Robbie's position, you'd feel sorry for him.
In the episode "How to pick up girls" a dating show is shown on the TV. The woman gives the man a bad review of their date, and when it pans back to the man he has hung himself.
The show sometimes covers more mature themes such as puberty, drugs, racism, and political affiliation. However these are often portrayed in a family-friendly manner (such as drugs being portrayed as a carnivorous dinosaur secretly consuming vegetables).