The dark opening when we first see the trousers and the title card can be intense for some, probably young children.
When the penguin/Feathers McGraw usurps Gromit's place in the home, some younger viewers may find the scene a little upsetting.
The dark scenes at night where Feathers McGraw uses the sleeping Wallace to rob a museum or the scenes where he is evilly plotting and picking up a drill as thunderclaps rumble in the background is pretty intense.