Those things that snuck into your house and went yupyupyupyupyupyup uh huh uh huh may have freaked me out a little.

I-beam

If you don't watch the video: it's footage of an I-beam being created at a factory. As an adult, this is not scary. As a young child, this is terrifying. There is no narration, none of your Sesame Street friends are here with you. This is a large glowing letter I that the camera never breaks away from. It's mashed and chunks appear to break off of it. The music is a ominous sounding piano with occasional trumpet bursts and anvil clanks. At the very end the camera freezes on the I-beam and we get two final crashing piano and anvil notes. The whole thing lasts less than a minute, and then we're on to the next segment. There's no context for what you just saw, no lead-in, and no one makes mention of it after.

It scared the hell out of me. If I saw this early in the morning, I'd be in an anxious state for the rest of the day.

Those aliens that came through the walls and said "Yuuuuup yup yup yup yup yup".

To the confused comments, the mind of a pre-schooler (the target demographic) works differently from that of an adult. There were a ton of episodes, and they tried lots of different things, and I'm sure lots of very little kids were frightened by the show now and then. Actually, I got curious and found this Youtube video of some guy's "top ten scary Sesame Street moments," and while I remember watching most of those skits as a kid and never found them scary myself, he describes decently well how a very young child could be scared.

However while Sesame Street was never scary for me, there were some segments they did in the 80s/early 90s that were, well, in the style of the 80s/early 90s, and as such they were a bit creepy. Kind of in the same way that the Chuck-E-Cheese animatronics were a bit creepy. Some of the shorts I remember were MTV-parody music videos, or there would be a puppet with disembodied legs walking around, or the segment would use liminal space in an ominous way, things like that. I'm sure if I were to watch them today I wouldn't see anything off, but there was something I found slightly unsettling about some Sesame Street clips of that era.

There was a bit in one episode where the muppets where singing a song about wet paint, and at the end they threw a can at the camera and it splattered on the screen covering it. It was the first 4th wall break I'd ever seen in my very young life, and it traumatized me so bad I was afraid of multi-colored things that reminded me of wet paint for years.

In the early years they had a robot character on Sesame Street that scared the absolute shit out of me. Any time he came on screen I'd go running for mommy, which would prompt our downstairs neighbor to pound on his ceiling because of the noise. That didn't help either.

Not seasame street, but thomas the tank engine. There was an episode where Thomas got covered in tar and feathers (i think? Was a while ago), and that freaked younger me out. Never watched it again.

I think you're confusing that with Nightmare on Elm Street.

I had a nightmare where Guy Smiley's head popped up between my bed and the wall. So... Guy Smiley.

The head of lettuce singing opera whose face disolved at the end.

This is not Sesame Street, but it's the first thing that popped into my head:

https://youtu.be/Zt3vzOMzQYU?feature=shared

Not me, but my wife said as a kid that the Incredible Mumford freaked her out when he'd have his accident.

Obligatory not Sesame Street, but here's a horror from my childhood:

Je suis un ananas!

I haven't seen a single Sesame Street episode ever but what gave me nightmares in my childhood was Morso

Mr. Snuffleupagus

https://www.youtube.com/watch?v=VL7gD1k-Yv0

I don't know why, but the most ominous, terrifying howling-in-terror nightmare I ever had as a little kid was basically a still from that with an x-ray film over the top of it.

(my dad was a doctor, the things were part of the general clutter round the place)

Nothing about it should have been scary, but sweet jesus.

All the "human" Muppets. They would always take their noses off and it always weirded me out. But all in all it was the whole package. They were just so weird.

Big Bird was always unsettling to me, even now it still haunts me sometimes.

The human ears on the ducks, the musical change when the daddy is singing, and the way he sings, the uncertain fate of the tadpoles, the dolly being dizzy in the head because the daddy says so, the fact that the daughter is a doll,... so many reasons: https://m.youtube.com/watch?v=PWMAYFNIAco

I always found Muppets creepy, so the whole thing.