The Silver Brumby books by Elyne Mitchell, about Australian wild horses. In just about every book horses die miserable deaths, and I cried every time. If a horse I liked survived one book it was bound to die in the next. I particularly remember one sequence,with vivid descriptions of flyblown whip wounds, in which men have captured some of the horses and are cruelly driving them. ISTR the head silver brumby turns up to save them but not until at least one dies from the ill treatment. Despite all the distress they caused me I could not stop reading these books compulsively, it was a relief when I ran out of the ones the library had.
Dante’s Inferno. I know, an odd book for a child. Still, it terrified me. Not so much the book itself as the pictures. My father had this big hardcover edition with a bunch of Gustave Dore engravings.
Now, I was a good Catholic school child. I was probably in second grade when I discovered the book. I knew all about hell. But seeing pictures of it, and really scary pictures at that, now, that was terrifying.
Louis Wain. Some of his cats are here.
A book entitled I am the Cheese. Looked innocuous enough, but was like 1984 for the kiddies. Good but traumatizing. To say that this book isn’t a happy one is an understatement. 
I loved Tailchaser’s Song (at about 9 or 10 years old, I think), but yeah, that image of the cat monster dictator who’s on a throne of deformed cats and so fat that his feet don’t touch the ground has stayed with me for well on 25 years now. Well, assuming that’s what was really described, I haven’t read it in a long time.
The Witches got to me as well. Not the nasty wicked parts, but the good-as-gold parts.
The *Clan of the Cave Bear *and its sequels, but only because my grandmother recommended the series to me and it had sex in it, and I was really squicked out whenever I realized I was masturbating to books my grandmother had read - EW!
Finally, When Rabbit Howls. I have no idea what possessed my parents to think that the graphic descriptions of sexual and physical abuse of a toddler and the subsequent destruction of her psyche and formation of alternate personalities as defense was appropriate reading for a 10 year old. It’s still one of my favorite books, but yeah, it traumatized me a bit.
Another vote for the Scary Stories to Tell in the Dark series. Stephen Gammell (the illustrator) is probably responsible for more nightmares than Jason, Freddy, and clowns put together.
The other one I remember is that my folks let me read Night Shift, a collection of Stephen King stories, when I was maybe 10 or 11. Whoa, buddy, bad times indeed. The Mangler and The Boogeyman, in particular, had me sleeping with the light on for years.
“So nice… so nice…”
Where the Red Fern Grows is the only book only book that has ever made me cry and it had me not just crying but sobbing.
I read a chapter book about a stray dog when I was still just a little kid; I don’t even remember the title anymore. This dog was kicked out of a nice house and had to fend for itself during a harsh winter, going nearly feral. Its sense of cold, hunger and loneliness was almost palpable. My mom was so surprised when I came to her in tears about the trials and tribulations of a fictional dog. I knew deep down that the dog wasn’t real, but I also had come to realize that there were many dogs just like it IRL who lived horrible lives.
I had the same sense with Ribsy by Beverly Cleary, but not nearly as bad, and of course Cleary gave me a happy ending, for which I was inordinately grateful.
I remember reading Night Shift as a teenager. The only story that really sticks out in my mind was about a security guard (?) who ends up getting eaten by a bunch of giant rats in the basement of a building. I seem to remember one of the rats was huge (the size of a large dog, maybe) and didn’t have any legs so he just scooted around on his belly. ::shudder::
I also remember reading a Babysitters Club book about a girl with a secret passage in her house that they thought was haunted. I was probably 8 or 9 at the time. Part of me was really freaked out, but at the same time I really wished I lived in a cool old house with secret passageways. For awhile, I went around my house knocking on walls and looking for a secret door. Never did find anything.
Follow My Leader by James Garfield. It’s a fabulous book about a boy who is blinded and shows how he learns to read Braille, gets around with his cane, and finally, gets a guide dog named Leader. Wonderful book. But Jimmy is blinded by a firecracker, and ever since I read that book (about 30 years ago now) I have been terrified of firecrackers.
Piggybacking on the other mentions of Stephen King, I read It when I was fairly young. That one scared the crap out of me!
My Dad was German, and that’s why we had an illustrated copy of the Struwwelpeter stories. I was completely repulsed and fascinated by them. Little boys getting ground up into sausages and having their thumbs snipped off by scissors, etc. Creepy.
Oh, there are so many …
The biggest freak out was over a book I got through the Scholastic Book Club called something like Tales of the Supernatural. It had a lot of those “true ghost sightings” type stories. I was so afraid of this book that I had a hard time sleeping in the same room as it, and would get up several times during the night to check to make sure it was still in the box (CLOSED box) in the closet where I kept it. This picture was on the cover. Years later, when I was an adult, I received a Halloween card with that photo on it, and I practically had a heart attack on the spot when I opened it.
I swear, I think this is one of the reasons that I am a cynical Doper type person, because (during the day) I thought it was so annoying and unfair that a small child like myself should be so afraid of a book. Not really clear on why I didn’t get rid of the book … I wasn’t that bright of a kid, actually.
Other traumas …
The fact that Stuart Little’s mother had been pregnant, gone to the hospital, and then GIVEN BIRTH TO A MOUSE gave me anxiety attacks. There was a mouse in her vagina. Other kids always seemed to love this book, I was completely skeeved out. In the movie, Stuart was adopted, which is totally fine with me. I have no problem with a talking mouse member of the family.
And Harriet the Spy had a nurse, like a nanny. The very concept of having a nanny was foreign to me, and the fact that this person was called a “nurse” made me think that Harriet had some fatal illness, like cancer. If you weren’t ill, why would you need a nurse, right? And the book didn’t really mention this, so I though it was a book about a girl who was dying of cancer but her parents didn’t want to tell her so no one talked about it. The book even says at some point that Harriet is too old to have a nurse, which I thought meant that Harriet was being left to die on her own. (Again, not really that bright.)
I had another book where the little sister of the main character was called a nuisance. I didn’t know what “nuisance” meant, but from context, I decided it meant she was mentally handicapped, and that it was a bad word, like calling someone a “retard” (gosh, that is so ugly, I even hate typing it out). In the book, various characters, including adults, would point out what a nuisance she was. I would cry and cry because I felt so badly for this little girl, with all these people, including grown-ups, calling her bad names.
My mother was proud of the fact that she never restricted books for me – she was working with the assumption that if it was too adult, I wouldn’t be that interested in the first place. So, after reading The Godfather and Rosemary’s Baby, I ended up with some freaky ideas about how sex was supposed to work.
Same with me w/r/t Alice in Wonderland. The image of Alice with her neck 20 times its normal sized creeped me the F out.
When I was in 7th and 8th grades, our reading textbooks were actually a series of thin paperbacks, each with a different theme. One of them had a lot of science fiction and fantasy, including short stories by authors I’ve come to know and love, but who at the time I hadn’t even heard of. Among the stories were “Fever Dream” by Ray Bradbury, “Harrison Bergeron” by Kurt Vonnegut, and “The Affair at 7 Rue de M___” by John Steinbeck. These all freaked me out—especially the Bradbury.
I had a big hardcover Richard Scarry collection that I loved…except for one particular page which was a true-to-life but larger-than-life drawing of insects in a grassy field. One of the bugs was a dragonfly, a kind with black spots on its wings that sorta give the impression of eyes. For whatever reason, it was the scariest thing EVER! It was like looking at pure evil. Thankfully dragonflies were a rare backyard visitor in my neck of the woods or it would have been even more traumatic for me.
*Hi, Fella *by Era Zistel?
In addition to it being about a lost, hungry puppy, it had a scene of a wild bobcat caught in a leg trap and trying to chew off its own leg. Seriously. And this was a Scholastic book club choice.
Fortunately the puppy found a home. Can’t recall the outcome for the bobcat.
I was never able to even finish Alice in Wonderland.
The only other one that freaked me out was Night Shift - Stephen King again.
OMG! Found it…the book is Richard Scarry’s Best Storybook Ever. The illustration is on pages 32 & 33, which you can see for yourself if you use the preview function on Barnes & Noble’s website. Beware the Dragonfly of Pure Evil!
Heartily seconded.
Also Cormier’s ‘Chocolate War’.