Probably not the type of answer you're looking for, but I've got a few that happened outdoors.

The first was when me, my brother, and some friends hiked up some train tracks to go to a ghost town at the top of a mountain near where we'd recently moved. About a 6 hour hike in. My brother was ahead of us, around 100 feet/30 meters ahead. He suddenly turns around, yells "TRAIN!" and the next thing we know, there's a fuggin train coming around the bend. There's only around 6-7 feet/2 meters of space between a rock wall and the tracks. We jump off the tracks and push up against the wall. With our packs on our backs (we were going to be camping for a week, so they were large packs), it felt like I could have stuck out my tongue and touched the train. The scariest part was that none of us saw if my brother had been hit. It happened too fast. The train took forever to pass, it felt like an eternity. I just knew my brother was dead, I was terrified. When the train finally passed, we rushed to where he'd been, and found that when he jumped off the tracks, he wasn't against the wall, he was in a sort of spring/small pond, 10 feet/3 meters lower than the tracks, soaking wet. Terrified we'd been hit. First words out of his mouth were "cigarette. Now!" He was unharmed.

Next scariest thing was when me and some friends went driving in a national forest near us, and her car broke down. We walked up what we thought was the road, but turned out to be a trail. Someone started shooting at us. We ran like crazy and made it back to the car. Tbh, I don't remember how we got her car home...