In "Flea or Die!" when Cat is covered by fleas for not wearing a flea belt, the infestation grows worse to the point he gets a nightmare where he is in pitch darkness (a darkness made of fleas) and calls to Dog for help, only to find him with bulging compound eyes and blood-sucking fangs on his mouth. Dog laughs demonically as Cat runs in fear.
When Dog finally gives Cat the flea belt, the fleas immediately swarm him, and completely cover his body. We see a shot of Dog's arm emerge from the mass of bugs, only for it to disintegrate into a pile of fleas.
Dog's grotesquely over-muscled form in "Pumped". Poor Cat is turned into a shapeless blob because of this.
In "Dummy Dummy," Dog becomes fond of a stuffed kitten toy he names Little Cat. In response, Cat has a bad dream after he asks Winslow to check on Dog as he's sleeping. Cat sees someone shuffling under the covers, and initially thinks it's Winslow...but then Little Cat appears across from him in the bed. At first, Cat thinks it's Dog, only to find his brother next to him in the bed. In response, Cat rips the blanket off...and sees that not only has Dog literally attached himself to Little Cat, but Cat is now attached to Winslow. Cat becomes so upset by the dream, he decides to move out of the house before he's replaced.
Dog: Little Cat and I thought it would be better this way.
Winslow: Hey Cat, I think "Winslow-Cat" sounds better than "Cat-Winslow." What do you think?
Cat:(screams in horror)
Then there's the black eye Cat gets from the Greasers earlier in the episode.
In the "Brother's Day" episode, it's revealed that on one Brother's Day, Dog gave Cat a gift that somehow blasted his head off! Understandably, the way Cat talks about it implies that the incident traumatized him, and implicitly it still haunts him to that point.
Cat: Well...every night since then, just...nightmares, I don't wanna be that guy...
In "The Collector", Cat is persuaded by his Mean Bob toy to start a collection to buy and sell them for money. The way how a Mean Bob toy interacts with Cat is quite unsettling since a beam of light flashes from a Mean Bob figure and they want to be with him forever. Later the entire collection attacks Cat because he tries to sell them.
When Cat goes into the cellar alone to get the Mean Bob toys and they attack him, he's pretty much defenseless against them, since Dog is outside and there is a number of security measures preventing anyone from getting in. Dog's worried reaction to hearing the fight pretty much cements this fact:
Dog: Cat, are you okay? Cat, is someone hurting you in there? Cat, Cat, Cat! Answer me, Cat! I am worried sick about you!
There is an in-universe example with Dog in the episode "Nightmare", in which Dog was scared of a monster from a horror movie. It soon turns into out-of-universe when it is revealed that Tooth Pick Head is real. Then it turns out that it was Winslow in a disguise which leads to a surreal, sequential removal of faces that could still be considered quite creepy.
In "New Neighbors" during an imaginary scene, CatDog get abducted by aliens and are taken to a planet. The aliens looking at CatDog are creepy-looking, and two of them zap them. From the same episode in Dog's nightmare, the Space Grannies taking over the world is disturbing.
In "New Leash on Life", when Dog finds out that Cat was lying to him the whole time and put him through a lot of abuse for no reason, he turns on Cat and tries to attack him. Since they're Conjoined Twins, Cat can't escape from Dog and only manages to get away because he could distract him.
In "Dog's Strange Condition", Dog has a tree growing on his head after having allergens with pecan pies.
The episode "Smarter Than the Average Dog", where Cat loses his brains as Dog becomes increasingly smarter.
Cat: He's right! The smarter he gets, the dumber...I'm get!
To further explain, this isn't the kind of episode where Cat gets dumber and starts acting more like Dog. Instead, Cat, to quote another troper, becomes severely/profoundly intellectually disabled, and not in a silly way, either. As Dog continues to learn, his brain begins to siphon away the functionality from Cat's brain in order to reach his peak intelligence. And because of it, Cat can't work a VCR, eat, or speak in coherent sentences. What makes it worse is that Cat knows he's supposed to be much smarter than that, and keeps trying to save himself, only to break down and cry like a child whenever something goes wrong. At one point, he is even publicly mocked and he struggles to even comprehend what's going on. It's horrifying.
The Cat Club first appears as a friendly, cats-only club. Beneath this exterior however, it's a group of cats that see dogs as "despicable and inferior creatures not fit to walk the earth" that have built a device meant to bring an end to dogs and those who associate with them. Soundfamiliar?
In "Fishing For Trouble" Cat goes into Dog's mouth to find his fish Veronica after a meal. Near the end, he goes to the mouth of another Cat that screams in response, and later discovered Dog's fish mutated and then it eats CatDogfrom the inside out.
In "Spaced Out", Mean Bob is ejected from his ship, causing him to fall into a sun screaming. In the same episode, having unintentionally taking over his role, CatDog spends the majority of the trap in the film trying to rescue the alien Princess Kitaen from the Salivians, due to Cat being charmed by her appearance on a screen, but the horrifying reveal of her full appearance in having a grotesque green body near the end, gets to be disturbing especially when she wrapped her slimy hands around Cat and endlessly kisses him as his reward, much to Cat's dismay.
This gets worse for Cat at the end where he and Dog remain trapped in the film as the new stars, with Dog getting excited that with seven shows of the film within a day, he saved the galaxy while Cat breaks down, for being with Princess Kitaen.
Cat: And I get the girl. (crying)
In "A Very CatDog Christmas", Rancine said that a character who used to make a deal with her had his shin bones turn into a coffee table and acts like one.
In "The End", it turns out that the black cloud is a cracked peanut shell in front of Winslow's telescope. However, Dog finds a dark cloud shaped like an elephant riding a unicycle which transforms into a creepy face of Nostradummy with his evil laugh.
In "Teeth For Two", CatDog learns that whatever one does to his teeth affects the other's instead. The duo then get into a fight involving having to do increasingly horrifying things to the other's teeth, such as chewing on aluminum foil or having them cut open with a blow torch. Most of all when Cat comes out of Dog all inside-out in order to brush Dog's teeth without waking him and for a better angle. It's scary enough that even The Other Wiki says this.
Mr. Bottomleaner, Lola's boss in "CatDogumentary". A hot-tempered armadillo who pretty much flat-out tells Lola that if she doesn't give him a good documentary, he'll kill her. As in literally kill her. Stuff her and mount her on a wall and everything. Complete with a pan out of his office showing up to hundreds of stuffed taxidermy birds (let that sink in). Who knew the documentary business was so bloody!?
In "Monster Truck Folly", Cat's Ax-Crazy behavior at the climax is... disturbing, to say the least.
Cat:(sees Lola and cackles maniacally) Lola! Must squash... Loooolaaaaa! Dog: Hey, hey, take it easy, Cat - this is just a game, remember? Lola is our friend! (nervously) And I'm your friend too, right, pal? Cat:You fix truck. I drive truck. Icrush.
But perhaps most ominous of all is the ending: Cat has finally won, snapped out of his monster truck frenzy, and apologized to all his peers for his "uncivilized" behavior... until Rancid Rabbit announces a dirt-bike/sword fight to the death on Sunday. What follows is Cat developing a terrifying Nightmare Face that unnerves even the Greasers, and everyone backs away in fear as Dog vainly tries to call out for him, with a close-up on one of his crazed eyes for good measure. Never has Here We Go Again! been used for horror.
A scene in "The Great Parent Mystery" has relatives receiving their abducted family members from a spaceship. What's unsettling is that the abducted relatives appear to lack consciousness. One of them has a missing eye, another one has an open hole in his body while he's smiling and several of the abducted characters appear to be lobotomized. Even worse is that the people getting their relatives don't react to the detrimental effects that the relatives have.
CatDog gets eaten and almost digested by a sea monster, among other horrors.
The scene when Cat was forced to marry the hillbilly dog, there's a closeup of the female dog's mouth with teeth falling out, this can also be nausea fuel.
In "The Geekers", CatDog has had enough of the Greaser's abuse and decide to start a club for those who have been the mercy of their attacks. Over time however, the Geekers (minus Dog) become meaner and meaner until they become just as bad - if not worse - than the gang that harassed them for so long.
The scariest part? A lot of real life street gangs started out as a means to escape violence before becoming just as violent as their former oppressors. Realism-Induced Horror at its finest.
In "Meat, Dog's Friends", Dog refuses to eat meat and also refuses to eat fruits, vegetables and inedible things such as a rock, because he thinks they are friends. His phobia of eating his "friends" makes him insane and tries to eat Cat with the screen in black and white similar to horror movies, until Johnny Meatseed shows up.
CatDog himself (themselves?), even though being (most of the time) drawn in a friendly-looking, non-scary way, intrinsically evokes a bit of Body Horror.
The show itself is surprisingly dark for something with a TV-Y7 rating. Everything looks hastily-built, rusted or worn out from everyday use or lack of maintenance, nearly every villain is a Karma Houdini that thrives on the abuse of their power, due process doesn't seem to even exist, CatDog themselves are the subject of either cold indifference or physical violence wherever they go and there's a distinctly oppressive atmosphere under all the wackiness. It's as if Franz Kafka directed a children's cartoon.
