Wargs (the wolf like mythical creatures in the movie) are not dogs, not by a mile. Let alone, they are by definition evil. The only emotion their deaths may trigger is cheering.
Many Uruk-hai die in the battle at Helms Deep. Several elves, including one from the first movie, are also killed there. It seems at first that two hobbits may be dead but they turn up alive.
When Frodo, Sam, and Gollum are going through the Dead Marshes, Frodo looks into the water and appears to be either hypnotized or otherwise influenced by the spirit he sees floating. He collapses into the water and the ghostly spirits reach for him.
There are implications that Wormtongue obsessively stalks Eowyn (her brother Eomer angrily confronts him about this). In one scene Wormtongue is shown lurking in the shadows while watching as Eowyn grieves for her deceased cousin, before he proceeds to touch her face while speaking of her cold beauty and she trembles and stares at him in fear and disgust.
Sméagol/Gollum is shown to regularly manipulate Frodo and Sam, exploiting Sam’s distrust and Frodo’s mercy and growing attachment to the Ring to slowly pit them against each other.
about 1 hour and 37 minutes in, gollum runs over with 2 dead (and very fake looking) rabbits. he snaps one of their bones which is quite disturbing but it doesn’t show their deaths. also, gollum is trying to catch a fish about 1 hour and 25 minutes in
A subplot involves a scheming male character who is plotting to "have" a female character as a "reward" for his evil deeds. He systematically isolates her from her family. There is a scene where he finds her alone and vulnerable, and says some creepy stuff to her (not explicitly sexual, but it does have to do with being alone, trapped and defenseless at night). He touches her shoulder, then her cheek, both unwanted. She is plainly afraid of him. Although it doesn't go far physically, emotionally it is quite terrifying.
Golem breaks a rabbit in half. It’s already dead, but it shows it and makes a nasty sound. Ghimli also breaks an orc’s neck in the battle with the Worgen.
There is some blood but, especially considering the scope of the battles, I would not call it excessive. Most deaths are bloodless or there is some black orc blood. Exposed organs and gritty things like that are never shown.
A withered Theoden is possessed by Saruman at the beginning of the movie, but is quickly exorcised by Gandalf and returned to his more lively state. The evil effects of Sauron’s influence via the Ring also become more apparent in this movie, with Frodo beginning to become more irritable, irrational and aggressive towards Sam.
There is a location called the Dead Marshes, where ghostly figures are shown in the water and try to drown Frodo. A Ringwraith is also briefly seen riding a wyvern in the same area.