Given the impact of 9/11 and with media sensationalism at an all-time high, this three-part documentary explores the use of fear for political gain. The first, "Baby It's Cold Outside," examines historical aspects of international threats. "The Phantom Victory" looks at how two disparate groups, radical Islamists and neo-conservatives, apply similar tactics. And "The Shadows in the Cave" begs the question, "Is organized terrorism an illusion?"