Dog:-
Dinosaurs - which makes watching anything with them in a little challenging. He cries and grumbles when we won't change the channel.
Farting - he lumbers, at speed, into the next room if someone passes wind... I have a pre-teen son and a daughter in thrall to a sense of humour which I can only assume she kidnapped from a teenage boy and forgot to give back, so it happens a lot more than I'd like.
Pup:-
Me going upstairs - she cries, and screams (she's just turned 5 months), and tries to jump the barrier... it's as though she thinks I'm not ever going to come back down the stairs again 
Footballs - which, as I have a football mad Dog and a pre-teen boy who loves playing with them, could get a little awkward if it continues.
Water - if it's not in the water bowl, then it's worth screaming about. Even if she's not in it. My son went paddling last weekend, and she jittered about on the edge of the pond he and his friend were wading into, her hackles up and her ears flicking between up and down - and then she started to bark, and howl, and scream. Fortunately, no one else was around, else they might have thought I was trying to drown her instead of trying to keep an eye on two 12 year old boys in water!
They're both absolutely shit-scared of my son's cat, too. We have two others, and roosters, whom they don't bother being afraid off... but my son's cat? Nope, he gets right of way through the house, every time. He's not even a nasty cat, but a big (literally) softie. Still doesn't stop them from cowering away from him, though.