Claustrophobia is the fear of having no escape from tight or enclosed spaces. It often results in a panic attack.
Vala Mal Doran claimed to suffer from claustrophobia when she an Daniel Jackson were trapped in a room in Avalon and it's ceiling began to lower due to a mistake while trying to solve a puzzle (SG1: "Avalon, Part 1")
Dr. Rodney McKay told Major Evan Lorne that he suffered from claustrophobia when they were trapped under the rubble on M2S-445. He attempted to combat his claustrophobia by keeping his mind busy looking through Michael's database. (SGA: "Search and Rescue")
MSgt. Ronald Greer developed claustrophobia during his childhood when his father repeatedly locked him in the closet. (SGU: "Human", "Lost")
Dr. Dale Volker was revealed to have claustrophobia when the Alien tick caused him to hallucinate himself trapped in a box. (SGU: "Pain")