A similar mechanism explains delusions of persecution, the classic "the CIA is after me" form of disease. We apply the Super Mind Projection Fallacy to a garden-variety anxiety disorder: "In what case would I be justified in feeling this anxious? Only if people were constantly watching me and plotting to kill me. Who could do that? The CIA."

My mom (a psychiatrist) was listening to a continuing education program on schizophrenia, and the lecturer said that schizophrenia tends to develop slowly, and in stages; before a person ends up with delusions of persecution, they usually start out by feeling intense fear and anxiety that they can't come up with any explanations for.