Several things: I've been in a complete white-out on a mountain; lost in the wilderness; been D-locked by my neck to a harbour gate with a massive cargo ship approaching; suicidal; beaten up with fists and truncheons by the TSG (and security guards); and attacked with a broken bottle. All of those were pretty scary.
I've never been in a firefight, which I can imagine would be pretty bad, although my Dad seems pretty blase about it, or kidnapped and tortured, which would be what I fear most. However, I don't think anything could possibly compare to the story of the woman from the Congo I read in the paper this morning [this following text is in white - if you really want to read it, select it, otherwise don't] who was forced by rebel forces to have sex with her own son, before she was raped in front of her husband, who was then killed, and had her three daughters taken never to be seen again. I just cannot imagine it.