What's something scarier in real life that the movies fail to properly convey?

Loss of a loved one, assaults, actual paranormal experiences? Is there something you have experienced that you have seen in a movie that you just think pales in comparison to the real thing?

I'm a diver and have been bitten by a shark. I think one thing some films, not all, have gotten wrong is the suddenness of shark attacks. Many movies make it out to be this thing where you know there's a killer waiting just for you, and that's definitely not the case at all. Its fast, unexpected and disorienting, not a slow build up to the inevitable bang.