The same black bear exploring and sniffing around my tent made all the hair on my body raise for a long time, every night while camping by a lake in Labrador.
Suspect splashing and panic screams in the nearby croc-populated billabong kept me awake some more nights.
Various rodents, and possums, and young birds in pre-dawn hours can be horrendously noisy, but not that scary. And falling asleep with the sound of wind (not howling gales...) or pounding waves is such a nice thing!
But altogether, I always feel that "two-legged" animals noise can be more frightening...