Fear in children's books is more open, more ambient. Sendak's Where the Wild Things Are is a good example. It's unsettling rather than scary: it exists in its own world. The sound of it is spooky – those pregnant breaks that give its opening sentence the strangeness and gravity of poetry: "The night Max wore his wolf suit and made mischief of one kind . . . and another . . . " And that's even before Max sails off to where the wild things are, to join their savage carnival. "We'll eat you up, we love you so . . . "
Like Sendak's even stranger In the Night Kitchen, which has a naked toddler flying an aeroplane made of cake-mix through a kitchen filled with demented Oliver Hardy lookalikes, the story is unsettling – but it's better described by the German word unheimlich, meaning unhomely. That makes a sort of sense. These stories are a way of leaving the safety of home for a world created by someone else's imagination, where you are under their control. Suddenly, your bedroom is a forest. Suddenly, you are in a savage carnival. Of course it's scary.
Of course it's scary
A very good piece about how scary children's books should be by Sam Leith in the Guardian: