Other than the usual (evil people with guns or sharp, pointy things), alligators. I'm a native fish nut and often collect fish (for keeping in aquaria) at night. You see the occasional snake or coon, or hear coyotes or even a panther or bear if you're far enough out in the country, but those are all things that want to avoid you. However some of the guys collect in southern Florida and Louisiana, where there are alligators! That water is black with tannins, so you can't see even a foot through it. They are often chest deep in that black water, even at night, running seines while keeping watch for alligators. That freaks me out just thinking about it. I love to fish Florida; no way am I wading in its fresh water. For some reason being chest deep in the ocean doesn't bother me (even though after I saw Jaws in Florida everything that struck our legs for the rest of the week chased us out of the ocean), but just the thought of wading in fresh water gives me the creeps.
Oh, and those foot long carnivorous centipedes and six inch long scorpions some people keep as pets, those totally freak me out. I'd never go to sleep with one of those in the house.
As to the bull sharks, they caught a six foot specimen in Ohio a couple decades back. But then a guy caught an alligator gar just shy of eight feet long and three hundred pounds a hour away from my house, so I guess the bull shark doesn't really scare me that much.