N.D.
Its a normal part of his development. He is starting to project and think of what MIGHT happen, which is good. The bad part is he is worried about bad things happening to him. I am 67 and still remember when I was worried that someone would break into my room. I was about 10 and my dad gave me a baseball bat to keep by my bed. I remember checking to see it was there and was able to sleep. What I cant remember was when it was no longer there. My parents must have realized I no longer needed it at some point and took it away.
Talk to your son, if you have a dog, tell him rover will bark if someone breaks in. If not get some sort of alarm or 'weapon' so he will feel secure. Also have a conversation with him about what is real and what is pretend on tv and the movies. Most kids this age know Santa Claus is make believe but think the Power Rangers are real.