When a person has one or more irrational fears and an avoidance of certain objects and situations, we call it a phobia. The difference between phobia and Generalized Anxiety Disorder (GAD) is that the phobia is a fear response to something specific (fear of spiders, flying, heights, groups of people, etc.). Even if you know your fears are irrational and unreasonable, it is almost impossible to control the anxiety response that is triggered.
Phobias take place through the action of deep brain structures such as the amygdala, which have been provided by nature to ensure a flight response when we encounter a life-threatening challenge. Due to life experiences and perhaps a genetic sensitivity, many people become conditioned (programmed) to react intensely to stimuli that are not at all dangerous.
Agoraphobics, for instance, will almost always sit near the door or carry out other behaviors that will make it easy to escape a situation without embarrassment.