There are quite a few scary episodes in the first two seasons of the show ("The Benders" and "Playthings" are two more exceptional examples), but "Bloody Mary" is significant because it was the first episode to prove the show had serious horror chops. In the spooky outing, Sam and Dean travel to Ohio where a man's eyeball explode after his daughter chants "Bloody Mary" in front of a mirror three times. What follows is a haunting hour full of jumpscares and an ending straight out of The Ring.