Starting at about 3.5 years of age, I was scared of everything. My parents remember bringing home a copy of the TV guide with a scary picture on the front cover. Apparently, it was some sort of little monster man that ran around and did things to humans in their homes. I think the picture was an advertisement for a TV movie. Anyway, it scared me. I would pickup the TV guide and scream and cry. My parents started putting the guide on top of the refrigerator to keep it away from me. No matter, I would climb up on the counter next to the fridge and get it down just so I could see it. Then, of course, I would scream and cry and my parents would come running. I vowed when I had my son -- who's now 4 years old -- that I wouldn't allow him to watch any scary movies or be exposed to other things that would scare him so that we could avoid having to deal with a child that's afraid. No such luck. Even though I've never allowed my son to watch scary programs or look at scary pictures, he still gets scared.
These days, the problem is when he goes to bathroom. We have a bathroom downstairs that has two doors. One door opens into the hallway. The other door opens into a bedroom. The door that opens into the bedroom doesn't have a lock like the one that opens into the hallway. He always wants someone to stand guard in the hallway in case he needs us. He's afraid "someone" is going to bust into the bathroom from the bedroom side. When we ask him who he thinks will bust into the bathroom, he says "A monster" or "A bad man".
We've found that we have to talk to him about how no one is in the house but us. We also have to remind him that monsters don't exist. It doesn't matter, he still wants someone outside of the bathroom. He's so worried about someone coming to get him that he won't play upstairs by himself in his room anymore. We can't get him to do that no matter how much we talk.
Ah, well, it's just a phase. Hopefully, he'll grow out of it sooner than later.