And whatever it is they're afraid of - spiders, flying or clowns - that fear isn't a normal one.
A phobia is an irrational or over-the-top response to a perceived danger, one that causes people to avoid their object-of-fear like the plague.
There are three main types.
Simple phobias are a fear of something specific, like dentists or dogs, which tend to develop in childhood and will often go away over time.
Then there are two more deeply-rooted and disabling "complex phobias" that tend to start during the teen years or early adulthood: social phobia (which is a fear of being judged or embarrassed) and agoraphobia (which is a fear of places that make you feel trapped).
It's likely that genetics have a hand in phobias.
These unwarranted fears tend to run in families and there's evidence that they can be inherited biologically, at least in mice.
But life experiences play a role, too.
Phobias can develop from a scary or stressful experience - even one you just witnessed or heard about.
Unfortunately, knowing what caused your phobia doesn't cure you of it.
What might help though is exposure therapy, where patients gradually increase contact with their phobia and learn to overcome their fear.