The following study looked important to me, as I suffer from a general anxiety disorder:
In a study of anxiety sufferers, scientists have learned that people with anxiety likely perceive the world differently. By a series of tests involving sound and financial gaming, scientists examined the perceptions and reactions of people with and without generalized anxiety. There findings suggest that those with anxiety are less able to differentiate between new stimuli than those without. Verbosely (with reference notes removed here):
Recent studies have suggested that overgeneralization can underlie anxiety disorders. 
In this account, following formation of association between a stimulus and an aversive outcome, stimuli that are only somewhat similar to the original stimulus would still elicit increased anxiety in affected individuals. In an unsafe environment full of complex stimuli where the original stimulus is still dangerous, this is an extreme but rational strategy.
In practical terms, what happened was sounds were played, and a certain sound resulted in increased financial standings in a fictionalized economy. A different sound resulted in decreased financial standings. A third sound was standing neutral, with no increase or decrease associated. Later, outside the game, similar sounds were used, and those with anxiety had greater reactions to the sounds similar to those which were used within the game.