There's usually a repressed memory of some event. Since it's repressed the sufferer is usually unaware of the event that caused it.
Personally I have a phobia of Tomato ketchup and would dearly like to cure it. I can even remember (with revulsion) back to times when I liked it.
My daughter was savagely attacked by a scottie dog when she was small. As an adult she can't remember the event yet she has a phobia of small dogs. Rottweilers, however are fine by her.
Just anxiety, no true way unless its a near death situation or death of loved one. Such as say a son is stolen in a crowded mall, the father could get a phobia of crowds.
That's a complex question to answer but in simplified terms it comes from internalized learned fears from life experience and innate survival instincts. For example, we're essentially large sacks of fluid so it's natural that people would be afraid of heights.
Semi-Insecurity/fear complex's ***.
Lately? EP. Some people freak me the **** out on here.