Do you ever get nervous?

So this might just be a me thing, or an American thing but I've noticed that when I'm at work and someone walks in who I haven't seen before I tense up. I work in the front area of the Dean's office at my uni and I'm always nervous that one of these days we might have a shooting. And considering that I work in a pretty important office for the school I'm always nervous someone might come in with a gun. But it's not just at work. I get like this at the movies, at the mall, basically anywhere where shootings have occurred before in the US.  Does anyone else get like this?