WordNet sense 1 (the feeling of despair in the face of obstacles):

discouragement, disheartenment

WordNet sense 2 (fear resulting from the awareness of danger):

alarm, consternation

WordNet sense 3 (fill with apprehension or alarm; cause to be unpleasantly surprised):

appal, appall, horrify

WordNet sense 4 (lower someone's spirits; make downhearted):

deject, demoralize, depress, dispirit, demoralise, get down, cast down