Sometimes their fears become phobias.
"A phobia is an irrational and obsessive fear of a situation that impairs a person's ability to lead a normal life," he said. "When you live in the city, you have deal with skyscrapers, elevators, bridges, heights, traffic, the subway and dirt."
One 46-year-old man -- a Virginia building engineer -- could no longer work at the large building where he was head of maintenance.
"He fears loud noises and driving, because he is afraid he will cause an accident or a building will collapse on him," said Kupfer. "He's afraid of strangers and crowds -- that he will either cause or be the victim of an accident."
About 20 percent of all people suffer some sort of anxiety disorder.
"The urban environment is new to us as a species," he said. "Our ancestors didn't have to deal with scaffolding, high buildings or bridges."
People who are panic-prone often "lack faith," according to Kupfer. Their heart beats rapidly, and they may have trouble breathing and feel as if they are going to pass out.
He treats patients by helping them face the fear. "A lot of people manage it with positive thinking and feeling safe," he said. "But we need to let go of control. We have to accept it's not a safe world."
Generally, therapy can be accomplished in 10 to 15 sessions over three or four months, as Kupfer accompanies his patients to the scene they find most traumatizing.
David Carbonell, director of the Anxiety Treatment Center in Chicago, said his practice is "replete with urban fears."
"There is the necessity to go up into high-rise buildings. People can come to fear elevators, fear heights -- not so much afraid of being high, but being so far from the exit," he said.
Commonly, phobics fear the fear of being trapped or being out of control and embarrassing themselves.
It's the "fear of fear," according to Carbonell. "It crosses the line when an individual's life is impaired."
In the Chicago Loop, where pedestrians are warned of ice falling off buildings, some people just walk around the danger zone. But phobics might panic, putting themselves in more danger by running in the street in front of a bus, he said.
Obsessive compulsives -- those who develop rituals like avoiding ladders and cracks in the street -- convince themselves their routines will help them "dodge a bullet."
These behaviors are much like superstitions -- humming a certain tune or wearing a lucky shirt -- to survive the day.
"They make sure they haven't made a mistake or overlooked something that could have caused a disaster," he said. "They have this drive to be sure, and it causes anxiety."
The goal of treatment is to teach a patient to be "more tolerant of uncertainty."
"It isn't whether the fear is true or false," according to Carbonell, who instructs the patient to ask himself, "Is that fear I'm having a sign of danger or of discomfort?"
But most city dwellers feel neither and go about their daily lives amid the jackhammers and cranes.
"I've survived this far," said Alex Atkin, a life-long New Yorker and mother of two. "On occasion, the thought crosses my mind that something could fly down and hit me or my offspring, but it's another one of those things you get used to living on the edge in the city."
"What really annoys me," she said, "is when cabs don't stop for me and the kids when they see the stroller."
For more information, visit Anxiety Disorder Association of America