Behaviors that suggest a child might be experiencing some kind of distress include:

an increase in physical complaints
unexplained fear or dislike of certain people or places
depression or withdrawal
nightmares or other sleep disturbances
regression to infantile behaviors such as thumb-sucking or bed-wetting
abnormal interest in sex or knowledge of sexual matters inappropriate for the child's age
frequent genital or urinary tract infections or irritations
excessive masturbation
self-injury such as burning or cutting

In older children and teens you may see additional behaviors such as:

suicide attempts
school or discipline problems
eating disorders
low self-esteem
drug or alcohol abuse
running away