I couldn't keep from jumping in, as fear is one of my favorite emotions to discuss. Perhaps I could best contribute in a sociological vein (although my field is criminology). I think the previous discussion has been spot on regarding Hobbes, Rousseau, etc., and while I'd love to delve into the sociology of Cooley on fear (I think he forshadowed the whole symbolic interactionist notion of expectation or anticipation on that, as well as emphasized the social group - reference group - prerequisite for fear), I'm much more comfortable discussing Weber and/or Parsons on fear. It is the consensus of most sociologists that both of these thinkers downplayed the role of fear; Weber, in jumping from the centrality he gives it in Ancient Judaism to making it a residual ideal-type in Protestant Ethic; and Parsons, in attempting to give some play to "affective action" but falling back upon a dualistic interplay with "affective neutrality." Yet, there is insight to be salvaged from Weber and Parsons, particularly in the charismatic authority concept, which in large part, relies upon the manipulation of fear. This is looked down upon by much of modern sociology, but criminology accepts much of it (as well as the Hobbesean roots) while psychology has its concept of attitude. As a trans-historical phenomena that rests on no other legitimacy than its own strength, charisma plays an important role in heterogeneous societies. It manifests itself in local contexts, to be sure, but Parsons (and Shils) toy with the idea that charismatic fear (not punitive fear or magical charisma) provides societies with ways to identify their "danger spots" and hence draw together to face a common challenge. Turner's Charisma Reconsidered is a good essay on this.