I'm not talking about the very real stuff we face daily, which is perhaps technically irrational, but is based on odds calculations (like the discussion raging today about assault, soft nos, and Shroedinger's Rapist). I'm talking about stuff you know is completely impossible, but that you fear anyway. I'll go first.
I have two, both stemming from media I have consumed. The first and strongest one comes from reading "Charles Ashmore's Trail" by Ambrose Bierce in high school. Sometimes when I'm completely, utterly alone (which happens often as I live in a semi-rural area and also love solo hiking), I become terrified that I will slip into another world like that and be stuck wandering an empty alien world forever. Selfishly, when I feel that way I make one of my dogs heel closely so that I won't be alone if it happens.