Let's see here...
1) Water. Specifically, deep water. If it's just a few inches deep, then whatever. Not much that can hurt me can fit there. But deep water, even clear water, isn't good. Murky or cloudy water is even worse. Just being in it can kill you, and if there's something in there with you who means you harm, you are going to have trouble getting away. Sharks, for instance, can swim a helluva lot faster than a person. There's no chance to get away, and if something in the water is coming after you, it's probably big enough that you can't get away. Though, in cartoony water, I'm good, strangely enough. Mario, WoW, stuff like that--doesn't scare me. Same with artificial pools that I know for a fact don't contain creatres. It's the mostly realistic, "wild" stuff that bothers me.
2) Things that might eat me. Seriously, I don't do that. See sharks, zombies, and zombie dogs. Things that are large enough to eat me whole bring a whole new level of fear into it.
3) Big snakes. Little snakes, whatever. I'll shoot them. Big snakes, especially ones like the Resident Evil snake (i.e. fangs large enough to impale you, and a mouth big enough to just swallow you whole)...no. Ugh. No. That freaks me out.
4) The dark, from which things can jump out and grab you, or sneak up on you and be there without you even seeing them until far, far too late. Which is why I will never, ever play Silent Hill.
5) First person (in games only, not in real life, haha). I am always afraid of something sneaking up behind me.
To give an example...I have very, very bad insomnia, and I literally have not slept in four days. This morning before work, I played Batman: Arkham Asylum, and the Killer Croc section woke me up and had me completely alert, clutching my controller and staring at the screen intently in fear until the section was done and I was out of the sewer. I will forever be grateful to the developers of Arkham Asylum for giving me musical cues and prompts to run when Killer Croc showed up. Having three of my phobias combined into one neat package creeped the hell out of me.
Another example: Tomb Raider: Underworld. The same three phobias combined as in Batman. The first level, where you dive deeeeeeep into the Mediterannean Sea to hunt out some ruins, scared me so badly I left the game on pause for three days after diving down and spotting the faint shadow of a shark, and it took some serious mental preparation to dive into the water from Lara's boat in the first place. I finally made it through that portion of the level, but when I reached a room with a giant Kraken in a pool of water, one that didn't even attack me, really, and I accidentally fell into the water...cue another three-day pause before I could convince myself to go climb out. That's not to mention the random pools of water in the level that also scared me. Swimming out of the ruins in that level almost sent me into panic mode again. It was ridiculous.
Then, in the second level, there was a bay at the beginning of the level with perfectly clear water. It was beautiful. And there were sharks in it. Cue another three-day pause. Then I had to swim in it again to leave, except that time it was through a tunnel leading into the bay, so I had the danger of drowning.
And, to top it off, Underworld's last level featured a huge section full of murky water with BIG sharks that couldn't be killed quickly until they were close enough to bite you. That level scared me the first time. The second time I reached it, when I convinced myself to play through the game a second time? That was eight months ago, and I still haven't convinced myself to go work on the level.
...
Yeah, I haven't slept for four days. I'm rambling. And yes, I signed up to the website mainly to post this.