Buddhists, just like everyone else, are afraid to die. But they are afraid for different reasons.

According to Lord Budhdha there are 31 planes of existence we can be re-incarnated:

> **Realm of Formlessness (Arupaloka)** consists of four planes of brahmas who have no physical body, consisting entirely of mind, but
> who may create a physical body if they want to be seen. They are not
> completely free from the fetters of suffering (dukkha), but the dukkha
> experienced here is much less intense than that suffered in the
> Rupaloka. These brahmas are unable to hear the teachings of the Buddha
> (dhamma) so they can never become enlightened.
> 
> 31. Nevasaññānāsaññāyatana bhuṃ (Realm of neither perception nor non-perception)
> 30. Ākiñcaññāyatana  bhuṃ (Realm of nothingness)
> 29. Viññānaññcāyatana bhuṃ (Realm of infinite consciousness)
> 28. Ākāsānaññcāyatana  bhuṃ (Realm of infinite space)
> 
> **Realm of Form (Rupaloka)**  is inhabited by brahmas who have a physical body but do not enjoy sensual pleasures, and it is a place of
> less intense dukkha. This realm consists of 16 planes inhabited by
> Rupa brahmas divided into four categories according to their status of
> meditative absorption (jhana).  These Rupa brahmas can become
> enlightened if they come to know the dhamma.
> 
> *Catuttha jhana bhuṃ* (Fourth jhana realm): consisting of seven planes, of which the first five are called Suddhavasa or the heavens
> of purity, where only the enlightened ones at the anagami (non-
> returner) stage can reborn.
> 
> 27. Akaniṭṭha bhuṃ (Realm of peerless devas)
> 26. Sudassī bhuṃ (Realm of clear-sighted devas)
> 25. Sudassā bhuṃ (Realm of beautiful devas)
> 24. Atappā bhuṃ (Realm of serene devas)
> 23. Avihā bhuṃ (Realm of durable devas)
> 22. Asaññasatta bhuṃ (Realm of mindless devas)
> 21. Vehapphala bhuṃ (Realm of very fruitful devas)
> 
> *Tatiya jhana bhuṃ* (Third jhana realm): these three planes harbor brahmas who have a body with an aura.
> 
> 20. Subhakiṇṇā bhuṃ (Realm of devas with radiant glory)
> 19. Appamāṇasubhā bhuṃ (Realm of devas with unbounded glory)
> 18. Parittasubhā bhuṃ (Realm of devas with limited glory)
> 
> *Dutiya jhana bhuṃ* (Second jhana realm): the brahmas of these three planes have a body with different degrees of luster.
> 
> 17. Ābhassara bhuṃ (Realm of devas with streaming radiance)
> 16. Appamāṇabhā bhuṃ (Realm of devas with unbounded radiance)  
> 15. Parittābhā bhuṃ (Realm of devas with limited glory)
> 
> *Pathama jhana bhuṃ* (First jhana realm): the planes of the lowest grade of Rupa brahmas.
> 
> 14. Mahābrahmā bhuṃ (Realm of the great Brahma)
> 13. Brahmaparorita bhuṃ (Realm of the Brahma’s ministers)
> 12. Brahmapārisajja bhuṃ (Realm of the Brahma’s retinue)
> 
> The third level, the **Realm of Desire (Kamaloka)**, contains seven
> planes of happiness (six heavenly planes of devas and the human plane)
> and four planes of unhappiness.
> 
> **The six heavenly planes**
> 
> 11. Paranimmitavassavatī bhuṃ (Realm of devas who enjoy sensory pleasures created by others for them)
> 10. Nimmānarati bhuṃ (Realm of devas who delight in creating)
> 9. Tusita bhuṃ (Realm of devas of  happiness and contentment)
> 8. Yāmā bhuṃ (Realm of blissful existence)
> 7. Tāvatimsa bhuṃ (Realm of the thirty-three gods)
> 6. Cātummahārājika bhuṃ (Heaven of four great kings)
> 
> **The plane of humans**
> 
> 5. Manussa bhuṃ (human beings). Both dukkha (suffering) and sukha (happiness) are found here, but this plane is the most fortunate of
> all because it is the only sphere in which moral initiative occurs and
> Enlightenment can be achieved. The
> beings here are endowed with a measure of merit and can find
> protection on their own. They can listen to and learn all the
> teachings of the Buddha. Bodhisattvas prefer the human realm as it is
> the best plane in which to serve the world and perfect the requisites
> of Buddhahood.
> 
> **The four planes of deprivation (Apāya)** These lowest four unhappy planes are infernal states, in which beings pay the price for akusala
> (demeritorious acts). Buddhists believe that beings are born as
> animals on account of evil kamma. Sprits and ghosts possess deformed
> physical forms of varying magnitude, generally invisible to the naked
> eye.
> 
> 4. Asura loka (demon world): the inhabitants of this plane are powerful and are opposed  to devas.
> 3. Peta loka (world of spirits and hungry ghosts): this plane is known as the “state of woe.” People share their merits with these beings
> when they do good deeds.
> 2. Tiracchāna loka (animal world): this is not a pleasant plane as beings have to search for food and fight each other to stay alive.
> 
> 1. Niraya (world of hell): There are eight different degrees of punishment: Sanjiva, Kalasutra, Sanghata, Roruva, Maharoruva, Tapana,
> Mahatapana and Avici. There is no happiness, only suffering, in this
> realm and it is the worst place to be reborn.
Above classification was adapted based on this [article][1].

Out of the above planes any plane that we cannot hear, learn and practice Dhamma are considered places unsuitable to be born (by a Buddhist) as there is no path to Nirvana from these planes. To make matters worse, some of these plans have lifetimes which are extremely long (i.e.- Arupaloka). While you live in these plans aeons will pass on human world where you miss listening and learning Dhamma from a Lord Budhdha himself, thus prolonging your sansara (the cycle of birth and death). Some planes have only suffering and someone who die in these planes are re-born in the same plane over and over (i.e. - Niraya) thus prolonging Sansara as well.

In which plane you will be re-incarnated is a function of many variables and there is no way for us to predict it. Unless you are in sovan, sakurdagami, or anagami state, there is no guarantee that you won't be re-born in The four planes of deprivation (Apāya). So, death is scary for Buddhists as well.

  [1]: https://blogs.bl.uk/asian-and-african/2016/03/buddhist-rebirth-in-different-planes-of-existence.html