It could be an anecdote, I heard it from my elders when they were talking. Though not sure of its authenticity, I tried searching for this news but couldn't find it, so if it's true it might have spread by word of mouth. But below story can definitely be taken as an anecdote.
Once a company decided to make the largest fridge of its time, so large that a human could easily fit into it. It was constructed and all the wiring were done and the fridge was plugged.
One of the workman when no-one was around decided to check the interior of the fridge and got inside. While he was still inside and inspecting, the door of the fridge got closed accidently. The man turned around frantically and tried his best to push it open but failed to do so. Finally he gave up, he cried for help but no-one could hear his voice. Everyone from the company left and this man was left inside. He started to shiver slowly due to the cold. Unfortunately, by morning, he froze to death. When people came and saw him inside frozen, they couldn't understand how it was possible, because the fridge though plugged was not on. So, they didn't understand how the man froze to death. Some say he imagined the cold and fear encaptured him which led him to the death.
From this story, which could be true or not, I understand that fear can paralyze one's mind, your mind will not be able to think rationally as your system goes into panic mode. Most of the time we lead ourselves to the doom because of the fear.
I agree with Bala that "Antidote to fear is faith – faith in God. He has not given us the spirit of fear but he has given us power and love and a sound mind. "