Though Mad Mod is not without his comedic moments, it's rather scary that he managed to capture all five of the Teen Titans and place them in a school that's full of death traps. Starfire in particular almost gets crushed by a giant stamp and Beast Boy becomes a vegetable.
Kardiac, a giant mechanical heart (with tentacles) that abducts small children for unexplained reasons.
The very episode "Haunted" gives a whole new definition to the word "nightmare", considering how Slade is slowly killing Robin only for Robin to discover that it's his own mind destroying him.
Slade:"I am the thing that keeps you up at night, the evil that haunts every dark corner of your mind. I will never rest, and neither will you."
Also the part where Robin has been strapped to a bed so he doesn't hurt himself, only for Slade to appear and approach him with an electric scalpel.
The ending of "Haunted" is the creepiest part of the entire series. We never find out what triggered the mask.
Interestingly, Slade almost gets creepier in Season 4. While he still talks like the emotionless Manipulative Bastard he was in the first two seasons, his movements when in combat seem much more primal and at times mimic some downright zombie-esque moves due to being undead. It's downright jarring to compare exactly what he has become to what he was before.
"Aftershock" in itself is creepy, but the most horrific part may be when we discovered the extent of the neural suit's control over Terra. Slade can command her to do anything he wants, regardless of her will, and the suit is literally impossible to move because it's combined with her nervous system. Granted, Terra was able to overcome that due to great inner strength, but imagine a non-superpowered person being stuck in that suit, at the mercy of a master they hate for the rest of their life.
And the seriously creepy line uttered by Slade:
Slade: "She wanted control, and that's what I gave her; my control, her body."
There's a bit of Fridge Horror at the end if you notice that some of her bandages get torn off. Uh, ow?
In the episode "Nevermore", when Robin goes into the roof of Titans Tower to tell Raven about her door being broken down, she breaks out into hysterical laughter which sounds just like something out of Higurashi no Naku Koro ni, then she just abruptly stops and goes inside. Hell, the whole episode itself is pretty frightening.
The cute little demon birds with the Glowing Eyes of Doom singing "Turn back!" over and over in their sweet, childlike little voices. Beast Boy acknowledges how creepy this is, but decides that hey, he'd know if they were dangerous...
How about that Eldritch Abomination that Raven becomes when she gets angry? Big black tentacles, her eyes all red, she gets really tall...And then there's that thing she turned into to persuade Gizmo into helping them. We don't actually see it, but apparently there were tentacles, horns, and dragon-like jaws.
Raven sucking Doctor Light into the magic shadows within her cloak; when he's pulled out at the last second, his face is ash white and all he can do is curl in a ball and say, "So dark. Make it stop. Please, make it stop." The fact that in a later episode, all she had to do was snarl at him and he immediately went into Terrified Surrender Mode doesn't ease the imagination of what might have happened under that cloak. Also note that his costume/armor appears to be crumbling away when he's pulled out. Makes you wonder what exactly do the shadows do...
Starfire going through alien puberty in "Transformation" and the scene in the same episode where she meets the lady who looks like the benevolent DC character White Witch - but who turns out to be a bug-like monster who eats young Tamaraneans going through said Chrysalis type alien puberty. Just imagine it. You're being enclosed a chrysalis for reasons you don't understand and nobody can explain, nobody is there to help you, and just as the cocoon closes, you're going to be eaten by an alien!
Beast Boy turning into a monster that resembled Beast from Beauty and the Beast in the episode "Beast Within" due to a mutation-inducing chemical.
Since both Slade and Raven tend to inspire this, what could beat that scene in "Birthmark" where Slade is sent by Raven's demonic father for no other reason than to torture her about her destiny to cause The End of the World as We Know It? Which he does by shredding her clothes and then tossing her unconscious body off a roof? "Oh... and a happy birthday."
Then there's the reveal at the end of the season, after Trigon escaped and razed the entire planet in under a minute: Slade may have returned, but it was only what he had of a soul, inhabiting his undead fleshless, muscleless skeleton, wrapped up nicely in his normal outfit.
Mother Mae-Eye. It's actually a pretty creepy episode, what with zombie cookiemen, the menacing, hopeless music, what could actually be in the pies (They're red, think about it), and there's the Mean Green Mother herself, who is difficult to explain, but scary nonetheless, think WickedWitch ofthe West, then give her Mind Control.
Madame Rouge in "Calling All Titans". Robin freezes her, then shatters her into little frozen pieces. She then reforms herself in a manner that reminds this troper of an ooze monster.
Though it is more Paranoia Fuel, Slade laser-injects nanobots into the Titans in season one. Think about it. Thousands of nigh invisible robots floating around in your body, possibly for decades. And what Slade wanted to use them for is a whole other can of scary.
Terra and Raven's mud fight. Sure it sounds kinky in text, but poor Raven... The episode really drives home the feeling of betrayal through the dialogue, where Terra's taunts push Raven far enough that she goes into demon mode, and even that doesn't help her in the fight. She's then helplessly drowned in mud by her former friend, onscreen, the first time one of the Titans in the show actually looked like they were about to be successfully killed off. None of the other fights in that episode are as prolonged or vicious.
The episode "How Long Is Forever?", is the episode where Starfire is sent into a Bad Future and sees the other Titan's lives (bar Robin, who Took a Level In Badass after becoming Nightwing) get completely destroyed following her disappearance. It definitely counts as some type of horror. Between seeing Beast Boy as a washed up, depressed carnival animal, Cyborg as a person that can't even get outside a decaying tower, and Raven going insane to say the episode is unsettling is a major understatement.
Cyborg's circuits and backup power cells have all died out, so he is forced to remain within Titans Tower with the rest of the Titans gone, letting it fall to disrepair as he simply tries to keep himself alive while hooked up to a non-portable power cell that cannot even allow him to leave the tower.
While it was EPIC, the ending to Mumbo's Villain Song might be considered rather unsettling...
Mumbo: "Tonight I will make the Titans (Dramatic Pause) disappear... (whispering) forever."
Whatever the heck that thing the rest of the Titans were chasing in "Things Change" was.
The episode Fear Itself. Granted the episode wasn't especially scary. The scariness kicks in when you remember that Raven was the one who made these without even thinking about it. Yes, the nice, demonic, demigoddess who is in near constant control of her emotions. Makes you wonder about the extent of her powers.
When I was a kid, I was a huge fan of Teen Titans, but the episode "The Sum of His Parts" scared the living daylights out of me. While I'm old enough now to not lose sleep over it, its implications are still potentially terrifying. Here's a guy who's had most of his body replaced with robotic parts, and some maniac has kidnapped him with a view toward finishing the job. It's a total horror movie premise smack-dab in the middle of a superhero series. Made even more frightening by the fact that it's not part of the seasonal arc and starts out as one of the more light-hearted filler episodes, besides the fact that the kidnapper isn't one of the regular Rogues Gallery. On top of everything, Cyborg's worst fear is losing his humanity, and when he begs for release on those grounds the kidnapper gets all psychological on him ("It's only your faulty human understanding that makes you say that", or something along those lines). Plus, there's something chilling about that mask he tries to replace Cyborg's face with (at the climactic moment, he presses it on, muffling Cyborg's speech so that no one can hear his screams).