My dd (24 months) understood "scared" about 2 months ago. She doesn't say it about everything, but when she does say "Mommy I'm scared!" and I ask her of what and she either tells me or shows me, I just go there with her, explain whatever it is (a sound, show her out the window or whever it came from and what it is), and let her know that it's ok that she's scared but it won't hurt her.
While she still finds new things that scare her, she seems to eventually evolve away from being scared of the things we've already talked about. Now with most of them when she hears or sees it she says "Mommy garbage truck!" or "Mommy big bug!" and shows it to me but doesn't seem as afraid and seems able to look/listen to the thing with interest and curiosity as opposed to fear.
Since your dd is 30 months, can you try to talk through what about the thing she fears? If it's a sound or something else, can you talk to her about showing her it isn't going to hurt her and then reproduce it (sound, sight, whatever it is) a few times to see if it helps her understand it's not scary? Of course if it further terrifies her that's not a good strategy but maybe if she understands each thing even better than she does it won't be so scary?
My dd loves the tv show Yo Gabba Gabba but for some reason the "Super Music Friends" part freaks her out a little. So everytime that part comes on and she comes and gets me, I try to just watch it with her and get her to dance or make fun of things in the segment so it is less scary and it seems to be working.