This is kind of a general category, but I was wondering how many victims know they might be in danger ahead of time (whether they say so or not). Because even ones who know they have an enemy don't always worry about murder (like Gene Stafford, who promises Milo he's going to get him charged with larceny but doesn't seem afraid at all).
The only one I can think of right away is Beau Williamson, who has that quick little conversation with Elliott about his own murder. Even though he tells Elliott a reason to forget about it, it still means he's thinking about the subject.
I guess Mr. Pauley may have always been on edge (The Conspirators) with the business he's in and the way he tries to skim some extra $ off the top with his wheeling and dealing.
Sharon Martin - drops her keys and gives that "Hmmm, something else is wrong here" look just before seeing Dr. Mayfield appear out of the dark.
I've often wondered why "Geronimo" (Leslie Nielsen) didn't react more quickly to Nelson Brenner's (Patrick McGoohan) presence underneath the boardwalk.
Bertie Hastings knew he was in some kind of danger after he told Oliver Brandt that he was going to expose him and Brandt flat out told him that he was going to kill him only to turn around and say that he was joking. That tiny bit of danger still had to be on his mind up to the point that Brandt actually pulled the trigger.