Beast Machines was probably too dark and violent to be a kids cartoon, and it still blows my mind that kids were the target demographic.
But I don't know about BM being "scary" to anyone though.
The Real Ghostbusters deserves mention too. It never scared me (I was in my early teens when it aired), but my little brother would cover his eyes a lot when he tried watching it.
ZIM gets my vote too, for a series anyway. It's got Courage, Flapjack, and Billy & Mandy beat by a long shot. It's so delightfully demented and disturbing.
But Tim Burton's The Nightmare Before Christmas takes top honors for me. When I worked at Disney, I was surprised by how many parents wouldn't let their kids even watch it... some of them in middle-school, too. But it's not exactly intended for kids though.