This is an emotion I have had a lot of experience with, so this will probably be a long post... I apologize beforehand, because I know that it will be rambling.
Well, as for myself... when I'm nervous, I just kind of stand with my shoulders slightly hunched, and probably messing around with my hands--intertwining my fingers over and over again, grasping my wrists, cracking my knuckles. My mom always knows when I'm nervous.
Pure terror is something I deal with considerably more often. I have General Anxiety Disorder, so I worry a lot. And oftentimes, that worry and anxiety quickly dissolves into greater fear.
Let me see if I can come up with an example... once my biological mom went into the hospital. She was practically paralyzed, and she nearly died. I was thirteen at the time, if I remember correctly. I can't remember how it made me feel--I do remember thinking every few minutes, "She could be dead at this very minute... she could have died just now..." for several weeks.
She got out of the hospital, and she's pretty much okay now, though.
Some things that happened more recently though are easier for me to remember my emotions towards. A few friends last year were... suicidal, I guess, for lack of a better word. It's a touchy subject, I know, but I promise it won't go any further than just the word.
Well, one time, a friend told me that they were giving up. I couldn't say anything to them, because they got offline. I stared at the screen for a long moment, then kind of got up and stumbled into the living room and sat down in a rocking chair. It was dark, and I just sort of stared some more. I was just in shock for about ten minutes.
But then I started shaking, and my breathing started to become irregular and way too fast. Then I just started crying. I tried to hide it, because my family was still around. My mom came in and noticed though. She kept asking me questions a mile a minute, did my brother hurt me, did something happen, what was going on. I couldn't seem to get the words out, and in the end, I just started sobbing into her shoulder.
I kind of walked around in a daze for a week after. After the initial shock and despair, it was just a numbness. There was a lingering worry--where was she, what was she doing now, was she okay? But mostly, I didn't feel anything.
(For those of you who are wondering, my friend's okay now. I won't go into the whole story, as it's not relevant.)
Then there was another time one of my friends went into the hospital. I didn't find out until after they got out. Still, though, it hit me hard. Sure, they were out and safe, but I was still panicked.
It was a different sort than the one I mentioned above, because I knew that my friend was, in all likelihood, going to be okay. It was just the shock of all the possibilities that could have happened running through my head.
I started trembling, and my mouth went dry. There was this knot in my chest; around my lungs and heart, I think.
My mom made me get off the computer shortly after, and I just ran upstairs. I was kind of dizzy; I kept slamming into things, like the banisters on the stairs or the door to my room.
My mom came up a minute later and immediately knew something was wrong. I turned sullen, and refused to tell her for a while. I didn't want to confide in her, because I was afraid of what she would say. But I had to, and she was okay about it.
The long term emotions for that particular scare were mostly snappishness. When I came downstairs again, my brother made some sort of wisecrack, and I just flew off the handle. I started screaming at him, and I grabbed him by the shoulders and shook him a bit before pushing him away (this is my fourteen-year-old brother who's already several inches taller than me and a great deal stronger). He started to fight back, but my dad broke it up. Later, when we had to eat dinner together, I just stalked into the kitchen with my shoulders hunched and the hood of my sweatshirt up. I think I was basically challenging my family to make a comment. I didn't want to hear anything from them, and they respected that, saying nothing.
I refused to be amiable to anyone for a couple days afterwards. I snapped at my brother and my mom, and I didn't feel like talking to the phone to any of my friends. I was pretty quiet too. I only spoke to snap or fire off a short 'yes' or 'no'.
And yeah, I cried. I couldn't help it. I was so afraid, because if things had been just a little different, my friend might not have made it.
The next week was mostly an aftershock from the initial news. Once I finally managed to wrap my brain around the fact that my friend was fine, he was going to be all right, I slowly went back to normal emotions.
So to sum it up, when I'm afraid, my heart pounds in my ears, I shake, and I cry.

That's about it... I'll stop rambling now. I hope this was some sort of help; I wouldn't have wanted to take up space here.