Evolution has designed the brain so that a frightening stimulus, hearing an explosion for instance, is picked up by the thalamus and sent directly to the amygdala. The amygdala, in turn, communicates with other regions to set in motion the body’s "fight-or-flight" responses. Experiences that trigger the amygdala can lay down such strong memories that, in some people, a similar stimulus even years later will set off a panic attack - a symptom of Post-traumatic stress disorder (PTSD).
There are so-called “high” and “low roads” for the fear response. The low road provides for a quick, perhaps life-saving, response in the face of danger. The high road allows evaluation of the stimulus by the cortex and consideration of the response. PTSD re-activates the low road response from memories.