Fear of: thunder and lightning.
Astraphobics fear thunder and lightning, even though they realize their chances of being harmed during such a storm is minimal. Astraphobia is the third-most prevalent phobia in the U.S. During a storm, astraphobics tend to seek out extra shelter from the elements, hiding in a closet or basement, and will typically seek company and reassurance until the storm passes.
It's not just humans who develop the phobia — research has shown that dogs and other animals exhibit higher levels of stress during thunder and lightning storms, and will often exhibit the same coping behavior as their biped counterparts.