Since the 1930s, scientists have known that when you remove certain parts of a monkey's brain, they would become fearless. For example, they would approach a snake, and bat it around like a stick and even played with their hissing tongues. The part that they remove is called the Amygdala. The experiment was repeated in a lot of other animals, and we now know that it also works in humans.
No, they didn't just take part of someone's brain out to find this out. Some researchers had access to a patient with brain damage to that part and they were able to study her fear behaviors. The patient showed no fear of creatures like snakes and spiders.
It might seem cool to feel no fear, but the patient had put herself at risk doing this. For example, she once walked alone through a park at night and she was attacked by a man with a knife. She walked through the same park again the next day.