A common thing you will hear amongst people that have a fear of heights is not a fear that they will fall, but a fear that they will have the compulsion to jump. This sort of fear that they will not be able to control themselves, like they absolutely have to know what the experience is like, even if it kills them.
Anxiety comes from fear, and almost always the fear of the same thing: not being in control of yourself or your surroundings.
Depending on who you talk to and what you are talking about (maybe someone with more education regarding this than I can clear that up for me) there are either 4 or 7 types of anxiety. When I was hospitalized a few years ago we talked about the four types of anxiety disorders: