I feel anxious when the phone rings because I watch too many horror films and just don't want to hear anything unwanted on the other end!
As for the door, I hate it when I'm in on my own and the door knocks. Our living room is next to the hallway and our stairs are at the end of the hallway next to the door so I can't run upstairs and just pretend I'm not in or they'll see me through the front door glass panes!
Often, and embarassingly, I used to hide under the living room window ledge so if anyone glanced in while waiting at the door outside, they wouldn't see anything. Much like that Inbetweeners episode actually!
I've changed now, obviously. I just sit there and don't answer, even if they're looking at me through the window. I have every right to not answer the door in my own place of living.