Screams were not uncommon (Source: HowStuffWorks.com)
I took this slide and enjoyed it quite a lot. When I took it the second time, I conducted a tiny experiment. I compared the levels of my fear with my eyes closed and with my eyes open. I observed that I feared the slide relatively more when I would open my eyes, although there would only be pitch-darkness whether my eyes were open or not (it's not exactly clear at this moment whether the fear was claustrophobic, or only resulting from darkness, or both).
I hypothesize that when I opened my eyes and saw complete darkness, my brain actually saw this darkness. It concluded that I'm inside a narrow and completely dark pipe, and this caused me some fear. In contrast, when I had my eyes closed, the darkness that was visible now was the regular darkness when someone closes his eyes. In this case the brain probably doesn't conclude anything, since the surroundings are unknown to it. It probably doesn't automatically fear this unknown.
The above thoughts are crude and elementary. Further research is needed (if not already done) to understand if and how the brain interprets darkness in two different ways, depending upon whether an individual's eyes are open or closed.