Updated the list with more potential fears.
Some things I like to clarify:
I won't be adding things that make all the sims scared. Those fears I think would just add a permanent moodlet and a chance to pass out.
Fear of Lightning is one of the fears I see suggested. Every sim fears lightning and will run indoors should a lightning storm occur, thus I don't see a way this fear would fit. Only thing I can think of is making sim feel tense when the weather forecast says it will be thunderstorm.
Same with the fear of blizzards.
And finally, it turns out that the chance of getting fears are affected by some things. Being a vampire reduces the chance of getting the fear of darkness while being paranoid increases the chance of getting the fear of being cheated on.