Anxiety accompanies us whenever and wherever we are. It is part of being human. Humans are creatures of anxiety, and this shapes their relationship to the world, to others, and to themselves. In order to highlight the different ways in which anxiety manifests, a distinction is proposed between three basic functions: affective fear, felt anxieties, and mental anxiety. Each represents a specific form of vital danger management, encompassing not only physical protection functions but also the mental anticipation of possible risks and threats. However, anxiety—particularly in the form of emotional experiences—can become imbalanced, be experienced as distressing, and even become pathological. Therefore, it is hoped that people possess the mental strength to meaningfully incorporate their anxieties into their lives. To offer a nuanced perspective of the topic, relevant theories from biology, psychology, sociology, and philosophy are considered, with further exploration of the findings in social, political, and ideological-worldview applications.