It's more like a fear of unfamiliar places/situations, made that much worse by the traffic, crowds, and sheer size of a major city.
I'm more familiar with that feeling than you know. My first panic attack happened driving through Ohio when I realized that I didn't know anybody within 500 miles.
NYC has always intimidated and fascinated me. My first introduction to it was during the 70s when I started paying attention to news. All we heard was how scummy, expensive, and violent the city was. There was Son of Sam, 42nd Street porno shops, junkies, and hookers, and queers (oh my!). We went to Radio City for the Christmas show one year and my cousin (all of 8 or 9 years old) was assaulted. You
never went down in the subway even if you could comprehend how it worked. In my young mind, it was one step away from
Escape From New York.
It's taken a lot of time and effort for me to get used to the city and become oriented within it. I now use the subway though at night I usually have to be with someone, and I have a good idea of where's safe to go and where isn't. It helps enormously to have names and phone numbers of people I know with me. My cell phone makes me feel much safer. I have friends and family who live in the city so if something happens, I won't be alone for long. It also helps that city is much nicer and safer than it ever has been.