Fear in style of Royal Marines (5)
I believe the answer is:
alarm
'fear' is the definition.
(alarm is a kind of fear)
'in style of royal marines' is the wordplay.
'in style of' becomes 'a la' (e.g. chicken a la King).
'royal marines' becomes 'RM' (abbreviation).
'ala'+'rm'='ALARM'
(Other definitions for alarm that I've seen before include "Device to signal danger" , "Clock that wakes the sleeper" , "Distress signal" , "Scare or worry" , "Mild panic" .)