Here are some things I used to be afraid of and my kids probably aren’t:
Police
While my own parents never threatened me with the Police, being arrested for various odd infractions was the standard threat from pretty much everyone else. One time the police were responding to some kind of domestic disturbance in my grandmother’s building and she told us, with a perfectly straight face evidently not wanting to inform us of juicy gossip, that the police were called in because the neighbours were wasting energy by leaving the lights on during the day.
Old people we didn’t know
No matter what you were doing as a kid as long as you were in public, or semi-public, you were pretty much guaranteed that some old person will crawl out of somewhere and start yelling at you for disturbing the peace, making a mess or leaving the lights on during the day. One time I accidentally kicked the ball into a courtyard two houses down whose door we could not open with one of my smaller keys. We had to ask for the ball from an old man who was reportedly “Grumpier than most old people”. That required the most courage I ever had to scrounge up. He did give us the ball back, but not until a few days later.
Wasting resources
Energy and resource conservation was a really big thing when I was growing up and everyone had to be extremely conscientious about using resources. You only got one piece of paper for each art project and if you accidentally chose bumpy paper to draw with markers, you were in big trouble a few weeks later when we used watercolour; it was your own fault if the water did not soak into shiny paper – you were certainly not getting a replacement! I only had one ball of yarn so my Barbie could have a business suit or full length dress, but not both at the same time. I am still afraid of cutting yarn, less I decide to make something else out of it later and get stuck with a knot. One time in school, someone accidentally turned the light on in the classroom and the Principal Himself came over to see what the commotion was all about. This is the only time I ever saw the Principal in the three years I was at that school.