Yes. When I go outside to run in the park, I imagine getting kidnapped or raped there. It's probably because my parents watch a lot of shows where that kind of thing happens, and they always warn me that it could happen to me.
Sometimes I imagine getting beaten up by a group of teenage girls who would video tape it and post it on Youtube. That kind of thing really does happen, by the way - I've heard numerous stories about teenage girls beating up other girls for absolutely no reason other than to video tape it. I actually was harassed by teenage girls a few weeks ago, but thankfully I got home before they could start something.
Other times I imagine getting in a car accident on the way to the grocery store or on the way home from going with my mom to take my brother to school.