Some years ago, while living in Munich, I received a terror threat. If I did not apologize publicly and profusely for a column I had written criticizing Iran, I would be killed by Friday, September 13—what an auspicious date! The threat came in the mail, and at first, I assured myself that real terrorists don’t write letters; they just murder you. But then, being the father of small children, I reported the threat to Bavaria’s Staatsschutz (“state security”), which sent a couple of experts to our house.

Here is what they told me: Your front and back doors are worthless; get armored ones. Order bullet-proof windows. Build a safe room. Install panic buttons with direct lines to the police. Get rid of your silly chicken-wire fence and put in steel and concrete. Don’t use the driveway when coming or going; try to vary your access routes (“You mean I should sneak through the neighbor’s garden?”). Finally, they offered me a permit to carry.

Pretty soon, we were talking six figures and contemplating emigration to Iceland. Yet the appointed day of my demise came and went: Real terrorists, as I had correctly surmised, do not telegraph their punches. But the moral of this story will remain etched in my mind forever: When security is at stake, there is no limit to either fear or fortification, and life comes down to nasty trade-offs between costs and peace of mind, for individuals as well as nations.