The Dangerous Alphabet is a picture book written by the award winning Neil Gaiman (whose creations include the film Mirrormask, the television series Neverwhere, the Sandman comic series and the novels American Gods and Anansi Boys) and illustrated by Gris Grimly. It is the story of boy, a girl and their pet gazelle who go on an adventure in a boat, braving monsters, pirates and other dangers.
The book was in the children's section at my local library but I'm not sure whether it's really meant to be a children's book. If so, I think it's for older kids than mine- maybe seven or so? It would depend on how sensitive your child is and how protective you want to be. It doesn't so much show gruesome things as suggest them with creepy illustrations of monsters and rhymes suggesting that bad things will happen, so it's really less scary than some traditional fairytales. The humour is of the dark, gross kind found in Roald Dahl.
Don't get this book expecting it to be be a good way to teach your child the alphabet, since, as stated in the introduction, the alphabet in the book "is not to be relied upon". This is because it has a "dangerous flaw", one which took me a second reading to notice. Do get this book if you want to look at some nifty illustrations, or because you're an obsessive Neil Gaiman fan and simply must have everything he has ever produced.