Another anxiety producing thought is, I can't remember something important. Usually it's not an appointment or an obligation, though I do forget those from time to time. No, it is an idea that I was following along in my mind, but got distracted from.
One hypothesis I give credence to is that when you forget something, you forget it because it is not important to remember at that time. That is a comforting thought - not sure of its always being true, though.