well, the classical horror has already being romanticized when i was a child, so there wasn't much fear into it. my dad was a big sci-fi fan so aliens always seemed very exciting too.
however, i remember watching the scene of someone becoming a werewolf, with the particular image of the mouth extending, and it scared the crap out of me - not that they would attack me, but that i'd become one. there was also a scene from a cartoon of a women getting old and ugly instantly, and it did the same job... instant physical transformations in general used to do that.
when i was something like 5 or 6, i creeped out of bed, went to while my father was watching a movie about killer clown.. clowns creep me out to this day.
most of my nightmares as a kid have always being people. i remember dreaming a lot about captain hook coming to stab me with his hand claw, and robbers, and the joker from the first batman movie. i was also afraid for awhile of people with real guns - cops, soldiers, etc... as you might imagine, israel is full of the later, and i ended up in the army myself, at which point i gave my gun a name and characterized it's high maintanance with a personality.
for my then younger generation - my stepson - the insperation to his fears are actually game mechanics - he loved going all creative in minecraft, but early on i didn't know how to turn it onto safe mode, and it gave him the distinct idea that you need to build/find a house and hide at night because the monsters come out. but he has a strong immunity that if something is pretend then you don't need to be afraid of it, so nothing stays scary after 10 minutes of explenation.
another factor is politics, time and place:
i remember being afraid of sadam hussain when i was a kid, and i dealt with it by building my own lego WMDs... but that was only during the golf war when we had to go into shelters, and i was mad at him because i hated the gas masks. as far as i know only one israeli actually died from the chemical missiles during the entire war.
on the other front, when i grow up, it was the height of the israeli palestinian peace process and everyone around me believed rabin and arafat are going to end our wars... i even remember my parents telling me that by the time i'd go to the army there won't be any war to fight in (i ended up serving in the 2nd lebanon war). but as the world seems to know with disproportionate interest, things went south, and by the time my sister was a kid, she came home one day afraid that palestinian terrorist will get her. ironically, sucessful terrorist activities where a lot heigher when i was a kid then when she was.