Claustrophobia is specifically the fear of being trapped in enclosed spaces. My anxiety isn't limited to that.
Agoraphobia, as defined by the DSM IV is:
Anxiety about being in places or situations from which escape might be difficult (or embarrassing) or in which help may not be available in the event of having an unexpected or situationally predisposed panic attack or panic-like symptoms. Agoraphobic fears typically involve characteristic clusters of situations that include being outside the home alone; being in a crowd or standing in a line; being on a bridge; and traveling in a bus, train, or automobile.
The updated DSM V is more specific.
A marked fear or anxiety about two (or more) of the following five situations:
Using public transportation
Being in open spaces
Being in enclosed spaces (e.g., shops, theaters, cinemas)
Standing in line or being in a crowd
Being outside the home alone.
For me it's public transportation, enclosed spaces (particularly when other people are present), and a bit of standing in line.