I was never scared by things made for kids but my brother was! The main ones are "the Dark Crystal" and a BBC kids show over here called "The Box of Delights" He had terrible nightmares about being chased by wolves and he's only 14 months younger than me. It went on for years and he still refuses to watch it even at 33!
My grandparents house became the place for nightmares. We used to go over there at weekends or bank holidays and caught the early evening films. Not kids films but ones that were PG and mostly disaster movies.
I was a bit scared by the fire thingies in "Labyrinth" but they had such a cool song that I got over it
Also the people on wheels in "return to Oz" they were a bit scary but there was a presenter from the BBC's Blue Peter who was one of them and they showed how he did it so it became more a guessing game about which one he was... Scared my aunt a lot though