No man was ever scared into heaven. [ Proverb ]

My people too were scared with eerie sounds,
A footstep, a low throbbing in the walls,
A noise of falling weights that never fell.
Weird whispers, bells that rang without a hand.
Door-handles turn'd when none was at the door.
And bolted doors that open'd of themselves;
And one betwixt the dark and light had seen
Her, bending by the cradle of her babe. [ Tennyson ]

The wolf is not scared by the number of the sheep. [ Proverb ]

It makes me mad when people say I turned and ran like a scared rabbit. Maybe it was like an angry rabbit, who was running to go fight in another fight, away from the first fight. [ Jack Handey, Deep Thoughts ]