The "mad watch" scene entirely too intense, with all the screaming and half-crazed profile shots.
The Queen of Hearts, specifically the "Painting the Roses Red/Off with their heads!" scene.
The Cheshire Cat and the "Happy UnBirthday" sequence.
The scene at the end where Alice is running up a staircase, and she grabs a doorknob, only to have the door come to life and complain about her grabbing its nose. Mild and funny, right? HA. Try being six years old and having a crippling phobia of doors.
The drugged-up, blue caterpillar... They're just talking and then "I am exacicitually three inches HIGH, and THAT IS A VERY GOOD HEIGHT, INDEED!!!" *flashes psychedelic colors and explodes*
Tweedledum and Tweedledee sneaking up on Alice, and the flowers turning on her and chasing her away.
That cage-bird-thing in the Tulgey Wood.
Alice almost drowning in her own tears. Not only is she so traumatized by everything so far that she bursts into tears, but it almost kills her.