Not with Ozzie, but with our first Yorkie.
He wasn't scared, but went into a RAGE every time he saw this one toy. (It was a Santa Claus.) At first, we thought it was just THAT toy. Then it kept happening with other toys. The similarity: All the toys were RED or predominantly so. If the toy was multi-colored and red happened to be one of the colors, this did not happen.
Since dogs don't see color -- at least not the way that we do -- we never could figure out what it was about red that would freak him out. But he would bark, growl and shake so violently that we finally got rid of anything that was red or mostly so.
I always joked and said he was part bull.