'Thousands' of brands play on worry and many create worry to exploit their solution.
Sectors you should look at first would be: Insurance / Medical / Health and Beauty/ Finance (esp debt management) / Automotive (safety).
Actually, the more I think of it, the more I reckon that you'd be hard-pressed to name any brand which couldn't be tied to direct or indirect worry in some way...
Cornflakes - healthy so help stop you worrying about dying
Club 18-30 - debauched so help you stop worrying about not getting sex
Coca cola - brings the world together so stops you worrying about being an outsider.
etc etc