P.S.
My son had similar issues @ 4 (he's 5 now), so I understand! One night I sat in his room w/thelights off and door closed and we just sat on his bed. I told him whenever he got scared while I was there to tell me. We would hear noises and see shadows from car light going by and talked about them. It was neat b/c I got to explain those small noises and movement to him, right then and there, and he got to see that there wasn't anything to be scared of. But in reality, I know his claim being scared and all that was a ploy to stay awake longer.
I did the same thing during a thunderstorm. It was loud and windy and it kind of scared me! But again, I was able to explain the clap of thunder was just that - thunder - while sitting on his bed w/him. It wasn't the house falling down, it wasn't someone banging on the window - it was just nature.
See if that works!