People’s negative reactions to online behavioral advertising (OBA) are well-documented. However, past work has primarily focused on cataloguing these reactions and exploring how to change them, rather than understanding the ways these negative reactions affect people’s lived experiences. Drawing upon scholarship on socio-technical harms in human-computer interaction and computer-supported cooperative work, we investigate and categorize the different ways people report having been harmed by OBA. Through an online survey with 420 participants, we identified four key harms arising from OBA: psychological distress, loss of autonomy, constriction of user behavior, and algorithmic marginalization and traumatization. We next discuss the “slow violence” inflicted by OBA and the normalization of people’s affective discomfort with OBA, and how the two can present an opportunity for researchers to re-conceptualize OBA—and the invasive data practices it entails—as not just abstractly concerning to people, but as actively harmful.