I have a fear of being hurt, physically and emotionally. It's more of an overactive survival instinct, I think, and I treat it as such, mostly by basically ignoring it. I try to stay away from things that will hurt me physically, but I'm careful not to be extreme about it; I know a few cuts and bruises won't kill me. As far as emotional pain, I stay away from things that hurt me emotionally until I'm confident in my ability to rationalize the situation, then I'm fine.
I'm afraid of heights, or falling from them, but that's more under physical pain. I don't like feeling trapped either, but I'm not sure if that's an actual "fear" of mine.
Oh, and Gollum. I'm terrified of Gollum. I deal with it by shrieking slightly and/or hiding my face every time I see him.