Not that I ever found, no. That is, there are no occasions in which someone or something jumps out at you from nowhere. There are also no bodies, gory things, ghosts, monsters, or anything like that. (Though there is one moment, near the end of the game, where a rock comes flying through a window. Made me jump a little, but no one was hurt and it was over quickly.)
On the other hands, it's pretty frightening how easy it is for one malicious person to tell an entire town what to think. But that's a more grown-up kind of scary. I'm sure nothing like that has ever happened in real life. (cough)