Hadn't thought much about this - I doubt many scuba divers are really very fear-driven, or they wouldn't be divers.
However, upon thinking and reading, I would have to echo some of the other posts here that while bad things may happen to me, I think it's much worse if something were to happen underwater to someone you cared about - especially if you were aware of the problem but for whatever reason powerless to help. Just one more reason to dive buddyless and solo as far as I'm concerned.
That being said, I would say another concern or "fear" would be discovering some medical condition that would terminate my diving prematurely (again, as mentioned by others).
As far as stuff happening to me directly dive-related, I guess there's getting some sort of stray man-o-war tentacle or box jellyfish inside my wetsuit. When my non-diving buddies inevitably ask, "Aren't you afraid of sharks?", I always answer, "It's not the big chompy critters I fear underwater - it's the little stingie ones!"
Anything that kills you relatively quickly I'm not too concerned about - like drowning, or even a fatal AGE. But I think another reasonable fear for any diver is massive DCS. If you've read Shadow Divers then it had to horrify you when the kid goes into the chamber all numb from the chest down, with DCS so bad when they take a blood sample the syringe fills up with pink foam. Then as the chamber takes him back to depth his feeling comes back - but it's extremely painful, and he endures hours of this but dies anyway, horribly screaming his life away in miserable stinging pain in the chamber.
*shudder* Yeah, I think I'll keep doing those safety stops...
>*< Fritz