I don't know about you, but there were a couple of adventures that really scared me when I was a kid. First, there was the "Cigars of the Pharao". The atmosphere was a bit eery, specially when Tintin entered the tomb, when he is gassed and there are some nightmare scenes, with hieroglyphic Thomsons carrying Tintin in a crib and all. I was super scared reading it. I think the version of the album I had was all ripped and torn too, and the later half of it was missing, so I never finished reading it as a kid and read the full story much much later. Either that or I was too scared to finish it.
The second was the Seven Crystal balls. Who wasn't scared of Rascar Capac? It seriously is one of the scariest creatures ever. Specially the part where it enters Tintin room while he's sleeping.
I think it's really interesting how Herge was able to actually create fear with the comic. I don't recall many other comics that actually scare you, I think it's quite a hard thing. Or then again maybe it's because I was a kid.
By the way, that's a picture of the real Rascar Capac mummy, courtesy of this site.