Most of the children are shown experiencing abuse of some kind, most notably the baby scene in Episode 5. but there is another scene where a woman talks about murdering her family, where a little boy is shown having bleach (or some kind of cleaning product) poured over him
In episode 9 a barn burns down housing a number of horses confined to their stalls. The dead horses are not shown nor is their fate explicitly stated but it is assumed that the horses burned to death.
The person who commented first is wrong. It's not a cat it's a baby in the bag, they do say "cat in a bag" as they murder the baby and it's pretty upsetting.
there are a few scenes where someone is struggling to catch their breath but most notably, in the first couple episodes one of the main characters often talks about his trauma with mustard gas in the war and describes how it suffocated him
towards the later episodes of the first season a woman is kidnapped and held against her will. but there are also multiple instances of characters being held against their will in other scenarios
not specifically a clown, but there is a character dressed in Minstrel costume and overexaggerated blackface makeup that's quite disturbing and has clown-like mannerisms. note that the character is played by a black actor, if that helps at all
At the end of episode 2, Henry struggles to suppress a gag reflex while eating pie. He succeeds but it can be triggering for those of us with emetophobia.
In episode 5, the little girl has a bowl of peaches and tells her mom she picked them herself. Immediately following that is visual, but not noticable audio.
one of the main characters goes to visit a woman in a mental institution, the scene is set outside. and in episode 8 one of the main characters becomes institutionalized
there's one very minor scene in which one of the main characters is being racially profiled by a heavy-set white man and, in return, he makes a comment directed towards his weight