Death

The specific act of dying could conceivably be implied in a lot of the entries in this list, but even after something scary happens, you still have to die. It's hard to imagine how scary it is to know your own body is shutting down forever, and that your consciousness is seconds away from being eradicated, and in an instant you become nothing, and will never think or feel or influence again. On top of all that, once you've actually died, your religion might have been wrong all along, which would be a shame.