-Getting old.
-Open water. Imagine you're having a merry old time in the ocean, when all of the sudden the sea floor drops away. You look under water and see a vast, dark abyss in front of you, and realize that you're slowly drifting/into towards it. Then you flail around in a desperate attempt to escape back to the shore.
Terrifying.
-The implications of dying (the total nothingness, etc.)
-Being buried alive.
-Caves. I had a hard time watching The Descent, because of how enclosed and dark it was.
Funnily enough, things like heights and spiders don't scare me.