I had a few panicky moments last year in Africa.
The worst of them though happened when I was returning a rental car to Maun in Botswana. I was taking a scenic though less-travelled route recommended to me by a local, which was essentially straight up through the middle (skirting around the Kalahari). Granted, it was one of the best sunsets I've ever seen, though shortly after I encountered what I found out to be the biggest problem in Botswana.
The farmers don't bother to fence their animals in; during the daytime cows, goats and donkeys graze at the side of the road, occasionally drifting across, ignoring the traffic. At night, they gather on the road. I did not know this until I was driving along, squinting to see in front of me (a swarm of billions of flies had darkened the lights), I saw something I'll never, ever forget.
There were easily 50 donkeys in the middle of the road. I swerved to the left, slamming on the brakes. I hit one or two of them; I remember hearing that. The car spun around; I was heading backwards, across the road, before hitting a bump. (This part seemed to happen in slow motion) The bump turned the car onto its roof, spinning a couple of times, before landing perfectly on its wheels facing the wrong direction right under a tree.
When I got out of the car I collapsed on the ground, half expecting to be dead! I was alive and relatively uninjured. I was lucky enough to have crashed near a cattle post - they'd heard the crash and came to help me. They managed to get through to the police (who took 2 hours to come). I was bleeding from the head, blood all down my face and favourite t shirt, which didn't stop the cattle post guys from stealing from me. I was running around the crash site looking for my possessions - I managed to get my wallet, passport and phone which I kept on me, but they stole my spare phone, binoculars, sunglasses, swiss army knife etc.
I had to spend the night in a hospital (specifically here: http://maps.google.com/maps?f=q&source=s_q&hl=en&geocode=&q=Rakops&sll=-20.287961,24.752197&sspn=2.509077,3.532104&ie=UTF8&hq=&hnear=Rakops,+Boteti,+Botswana&ll=-20.535077,23.79364&spn=1.252581,1.766052&t=h&z=9
Officially the middle of bloody nowhere.
All in all I'm relatively glad I had the crash - I survived (which made me happy) and it makes a good story!
Other panics are
AirFrance losing my luggage and refusing to go and find it (despite saying they knew where it was and that I had a connecting flight in 2 hours - cut that one v close)
A guy who tried to mug me in Pretoria - twice. (he was a beginner, bless him)
Having my debit card cloned in Rustenburg, the day after the Namibian Border Police threatened to arrest me and "lock me up"