I had scary records from ancient zoo visits, with animals that lived in small, cramped exhibits, that had aggressive and/or stressed behaviours (I'm not stressed nor scared by the animals themselves).
I remember a Rhesus Macaque (kept alone in a 9 m² cage with a glass in front of the visit path, that used to jump powerfully on the glass when visitors came around in Monaco Zoo (ca. 1990).
I remember also the row of big cat cages in the Ménagerie du Jardin des Plantes and Zoo de Vincennes in the 1980's : there were a lot of cats in the bleak cages of these buildings (probably 15 to 20 Jaguars, Panthers, Lions, Tigers and Pumas in each zoo), their roars were (purposely?) amplified by the structure of the buildings, it was a scary place for kids.
I hadn't anymore this feeling in my numerous visits of big cats sections of other zoos (and even in the Ménagerie du Jardin des Plantes, where only 2 or 3 pairs of cats remain), I think that the cats were especially stressed with no place to hide from the visitors (or even from the other felines !).