I think being stranded out in the middle of the ocean is intimidating. Whether a killer shark is after you, maybe the boat or ship is haunted. I’ve watched the game boy color game, Resident Evil Gaiden, and that game really sets the bar to me as to how scary being in the middle of nowhere in the ocean can be. With packs of zombies on board and a deadly bioweapon as well, with no way out.
Immediately downwind from a wildfire in a dense forest. At the bottom of an elevator shaft, which has no headroom built in when the car descends. Inside an industrial oven or cooking vat that’s starting to heat up.
I dunno, there’s a lot of places out there where you would die, and that are big enough to fit you. You just have to pick one where you’d have enough time to be scared, first.