I haven't personally seen the churches (presuming we're talking Christian here) generate much fear at all (towards other nations at least, but certainly towards certain moral issues). But they do generate beliefs that differentiate their people from others. Then again, so does culture, so does language, so does nationalism, so does skin colour, and even so does where you live within large cities.
I have seen the govt generate as much fear as possible in order to start wars. The media has then joined the bandwagon as popular sentiment (in this case, fear) rises. This fear has garnered strength in the population because of the general ignorance of the population towards whatever it is that the govt wishes it to fear.
Also, as people become more individualised (rather than socialised / community spirited)...and tend to fear what's out in the community more - probably because we all have a tendancy to fear the unknown (which may form as anything from a mild discomfort to downright fear). And if you don't want to know about what's out in your own community, why are you going to bother to find out about the wider international community?
The real precursor to the vast majority of fear, of course, is ignorance of the thing you will come to fear.
And of course, some fears are legitimate.