The vast majority of any nightmare fuel in Daria is neatly imprisoned within the confines of the pilot episode. For one thing, there's Daria's disconcertingly toothy grin (no wonder she rarely, if ever, smiles in the actual series), and for another, Brittany (every shot of her is that horrifying).
It's the first and only time that Daria ever smiled with her teeth for a reason.
The "Hall of Mirrors" in Daria's nightmare in "Through a Lens Darkly". What starts off as innocent hall of mirror fare ends up with some of the most grotesque animations seen in the show.
The Urban Legends told in "Legends of the Mall", particuarly the one which casts Mr. De Martino as a shop teacher driven to madness by the stupidity of his class, resulting in the loss of his teeth which he replaces with metal ones himself. The way he just takes a chunk out a door is especially disconcerting.
The Rattling Girl (the story of the girl from the 1960s who looks like Sandi who became so skinny that her bones rattled when she danced). *shudder*
Worse one was the Grade Changing girl. It was bad enough Daria played the part in her own urban legend, what made it scarier was that she laughed evilly comparable to Mr. Demartino.
To some young kids, the show's art style itself could be quite unsettling, especially the football player... *shudder*
The sushi parasite that's pulled out of Jake's mouth.
Daria's family, when they eat the psychotropic berries when they go camping... their eyes...
When the show is about to cut to commercials there is that slow-mo clip in the Eyecatch. Like, as if everyone is seriously disturbed.
It was Played for Laughs in context, but something feels creepy about Daria's nightmare in which she and Jane become as ditzy as the Fashion Club. Much of this feeling relates to the fact the nightmare showed Daria conversing with three girls who each had the same face and hairstyle as Jane, but spoke with a voice belonging to one of Quinn's friends. Also, none of them find this a strange sight because they spend so much time talking about pores.
The beginning of "Boxing Daria" is a totally black screen, followed by the sound of a car crashing and a voice asking "Miss? Miss? Are you alright?" We find out later that Daria's totally fine and nobody got hurt, but it's still scary.