Wow -- you are punishing her by taking things away because she's frightened? How is being scared a reason for punishment? Please rethink this right away or she will feel, with good reason, that she cannot trust you to listen to or protect her; she will believe that expressing emotions to you brings punishment down on her -- do you want her to think that, and to stop telling you what she feels?
Like Sherri says, help your girl gain some power over this fear. Take active steps, with her help and input, on making sure every fire alarm (and carbon monoxide alarm too!) has a new battery, and is in the right place, and you have enough of them. Plan escape routes and practice like Sherri said. Tell her what to do if she is home (even if you're in the house too) and sees someone at the window or door trying to get in. Roleplay what to say if she calls 911.
Don't dismiss her fears with telling her "it's never happened, this area is safe." That doesn't mean anything to a child. When you say "it's never happened" she only will think, "But it could!" No matter how much you reassure her, she will keep worrying "but it could happen."
Please think hard about what she is exposed to on TV -- is the news on much? Even if she doesn't watch it, could she be overhearing news that is disturbing her and making her more aware of crimes and fires? Could it be that kids at school are talking about these things, whether it's because it really happened or because they hear about it? All it takes is someone who knows someone whose third cousin died in a house fire for the word to spread and kids to talk it up for a day. As for not wanting to be alone -- has anything happened at your house, any change at all? New strangers in the neighborhood? Or could she be hearing from other kids about break-ins, or kids being harmed?
Have you sat down with her when she is calm -- and you are not threatening to take things away -- and talked to her? Have you asked her to think with you about what might have started this in the past month? If she fears you're going to take things away if she even brings this up, she may clam up and not want to discuss it. I would start any conversation by telling her that you want her to feel safe and want her to come to you with her fears and thoughts, and are not going to take away things over this. Ask her if her bedroom has something in it that seems scary, or if she's hearing stuff at school, or on TV. She may say "I don't know why this is happening" but don't be angry at that reply -- she really may not know but may be anxious. Her emotions are hers and she doesn't have to know the reasons for them, but you do need to acknowledge them and take them seriously.
Have you asked her teacher if your child is anxious or upset at school or seems fearful? I would really talk to the teachers as well, and maybe involve the school counselor (for you as well as for your child, so you can get some ideas on how to talk with your daughter and find out what's going on with her better).
ADDED: Liv b, and others, if you see this, the poster took out a sentence in which she referred to "taking away" things from her child because of the child's fearfulness. Interesting that she chose to edit and remove that sentence. But the original post did indeed say she was taking things away as an attempt to make her child change her behavior -- that's why I and others posted that she should not do that. I can't imagine considering fearfulness to be something requiring discipline.