At age 3.5, my son is really sensitive. I only let him watch things that I think are nonfiction or there is really nothing scary. He gets nightmares very easily.
John Denver and the Muppets Rocky Mountain Holiday is safe. :-). I find the older movies/shows tend to be safer. Also not as frantic.
Anything nonfiction doesn't bother him. Food chain, predators, extinction, and demolition are fine. Short Disney Snow White book in the dentist office... Nightmares galore. No way I am trying an actual Disney movie any time soon. (My husband suggested the book to him. Sigh. He no longer trusts Dad's choice in books.)
When he is older, we will push these sensitivities a bit for growth, but for now, it can wait.