Wasps. I often have to face them. At my grandmother's house, they make their hives in the mailbox next to the entrance. But I only had 2 stings yet. Once, I stepped into a wasp at a pool (with bare feet, of course), and recently one of those things got into a shoe. And then, I grabbed that shoe with 2 fingers inside it. So the little bastard even had the right to choose.
So I'm getting immune to them over time...
And high dams. All that water falling down, the noise it makes, and if I look at it from the top of the dam... That's scary too.
I was afraid of lighting when I was young. I grew out of it, but a close, loud *CRACK* still suprises me.