Iron Man (film)/Nightmare Fuel

Iron Man:

• Tony's capture, imprisonment, and hazy surgery. Being held hostage in a part of the world where a lot of people will hate your guts, no one knows where you are, and these people are more than ready to execute you slowly. The scene of the terrorists filming their demands is quite chilling.
• It takes a lot of willpower to resist squirming or cringing during the scene where Raza threatens to burn Yensin's tongue with a piece of burning coal if he doesn't tell him the truth about what Tony is building.
• The Ten Rings' invasion of Gulmira. Hell, anything involving these psychos is genuinely unnerving.
• Stane paralyzing Tony, pulling out his arc reactor, and chillingly mocking him for his failures, all the while never dropping his Affably Evil facade and casually telling him that he's going to murder Pepper before leaving Tony to die a slow and painful death of shrapnel in the heart. The intimate and almost buddy-buddy way he acts towards Tony while doing this is seriously, seriously creepy.
• Speaking of Obadiah, there's also the ridiculously tense scene where he corners Pepper Potts in his office while she's in the middle of stealing incriminating information off of his computer, unable to do anything while he strolls around playing up his Faux Affably Evil personality to the max. After seeing what he did to Tony, we're probably better off not knowing what he had in store for Pepper if he saw what she was doing before she left.

Iron Man 2:

• When Rhodey's War Machine armor is hacked. He's suddenly unable to control his own movement and is forced to watch as the armor attempts to kill his friend. At least Rhodey was well-positioned to warn Tony and able to communicate.
• The failed Hammertech manned power armor test run. This ended badly. Rivals The Dark Knight in terms of unseen Body Horror. Sure, it is played up for comedy, but just imagine being the test pilot in that thing...
• Having a fusion reactor powered by experimental palladium in your chest doesn't do very good things to the body. Just see the image on Tainted Veins.