Iron Man/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.
 * The Ten Rings' invasion of Gulmira.
 * Stane's paralyzing Tony and pulling out his arc reactor, all the while never dropping his Affably Evil personality 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.

Iron Man 2:

 * When Rhodey's War Machine armor is . 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.
 * 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.