Rollo May is an American psychologist who is largely responsible for our modern understanding of the word "anxiety" through his pioneering research. According to Rollo, human fear is complex and has many sources. He classified fear as an instinctive response to a very clear and a present identifiable source of danger or threat.
Fear is an instinct that floods our body with adrenaline, so we get a burst of energy to respond and take action which potentially saves our life.
Rollo separated this Fear from Anxiety, which is much more common and complex. Fear is temporary, it is a flood of intensity and energy. Anxiety is vague and diffused. Anxiety is a feeling of dread and weakness and fragility and it has no clear identifiable source. Essentially, it is a dread of death rather than a response to an identifiable threat. What is at stake with anxiety is not our physical well-being but our sense of who we are, our identity, the idea that we are a meaningful person whose story has meaning. All that gets called into question through this perpetual feeling of weakness and fragility.