My first thought, and anyone of my friends could answer this for me, is swimming in open ocean. Fucking Bill Gates could be standing on the boat with me holding a Windows phone, about to transfer $1 billion and his Microsoft stock, and I would still end up crying like a baby as I grip the safety railing for my life! Everything in the ocean has an advantage over us and I want nothing to do with it.
I've also realized recently thanks to injuries that I am indeed claustrophobic. It's more like GMD described, in that it mainly revolves around being stuck. When I was told I had to sit in an "open" MRI (not a tube, but a flat surface that lowers down, essentially a sandwich) for 45 mins. It felt like I was breathing the machine in, and that along with the clicking was throwing my heart rate off. Total panic at about 7 mins.
It came up again about a week later at Universal Studios. On the Mummy ride, after the ride but before the exit, we were stopped in a staging tunnel. The restraints on this ride are a lap bar with a second contoured rubber bar to lock your legs in at the shins. It felt like a Chinese finger trap for my legs, and I started to freak out! I was determined to break the lock on the restraint, but somehow talked myself back onto the ledge when I had already leaped.