My parents let me watch Labyrinth when I was four. Jareth was terrifying to me, and I hated when I would see David Bowie's music videos on MTV in the 80's. It wasn't until I became an adult that I began to appreciate David Bowie's music.
My parents also let me watch The Peanut Butter Solution when I was four. That movie scared me so much. I was afraid I was going to get kidnapped by a creepy man and locked up and forced to work in a paintbrush sweatshop.
http://en.wikipedia.org/wiki/The_Peanut_Butter_Solution