People keep saying it's more likely that you'd die crossing a road etc, so I thought I'd work it out for myself and see just how much more likely (mostly because I'm procrastinating from my actual work!) The numbers surprised even me, and I was expecting them to be unintuitive, so I thought I'd share them.
By my approximate calculation, if:
- there was an attack somewhere every single day that claimed as many lives as 9/11
- none of the attacks took place in Africa or the Middle East, which is where most of this stuff is currently going on
- in fact, the only places in the world where the attacks happened were Western Europe, USA/Canada, Australia and Russia (obviously if that happened in real life lots of people would leave, but for the sake of the statistics let's assume that's not possible for some reason)
- there was nothing you could do to protect yourself, i.e. everyone had an equal chance of being killed no matter where they were, who they were, what they were doing
- this went on for fifty years, with no-one being able to even slow down the attacks, never mind end the war
then the chances of any given person being killed in one of these attacks (over the whole fifty year period, and assuming the population stays otherwise constant and they don't die from something else first) is just over 5%. If you calculate it with all of the attacks happening in Western Europe and nowhere else, it goes up to just under 11%.
The proportion of deaths caused by road traffic accidents in the UK in 2013 was 0.33%. Taking that as your lifetime risk of dying in a traffic accident (it's not really, because that depends a lot on demographics and the figure is falling every year, but it'll do), the chance that you'd die in a terrorist attack in our ludicrously over the top worst-case-scenario fictional universe is about sixteen times the chance your death will be caused by a traffic accident in real life. And remember that's if there's a 9/11-scale attack in one of 'our' parts of the world every single day for fifty years. Even if you only count Western Europe as 'close to home', it's still less than 35 times as likely - and the chance that you'll die in a traffic accident is low to begin with.
Or to put it another way, if attacks on that scale happened in Western Europe 'only' once a month instead of every day, the chance that you'd die in a terrorist attack compared to a traffic accident would be about the same.
That's not the same as saying you wouldn't be involved in some other capacity, of course. Part of the reason why terrorism seems like a bigger threat, besides the fact that it makes much bigger news, is that it's easier to feel involved even if we're not. I feel connected to the Paris attacks because I found out later that a good friend of mine was within a mile of them at the time - if I'd said I felt 'connected' to a small (but fatal) accident on the M6 because I found out afterwards that a good friend of mine had been driving there on the same day and ended up stuck in traffic, you'd probably think I was insane at best. A lot of people will have had 'near misses' with these sorts of events - they were elsewhere in Paris, they were in Paris the week before, they were going to be in Paris but changed their plans, they weren't in Paris but their friend/cousin/co-worker was/would have been if not for xyz... there are going to be literally millions of those stories (from the inhabitants of Paris alone, for one thing), and in the end 'only' 130 people were actually killed. But all of them feel like 'could have been me' scenarios, because we're so terrible at estimating risk.
Anyway OP, sorry for the huge and slightly off-topic post - hopefully it might make some people feel at least a little bit better. Although all that said, I did decide not to fly to Germany a few weeks ago following a sudden baseless fear that I'd be involved in some sort of crash... it just goes to show that you can't reason your way out of everything! 
If you're so afraid that going to the theatre will be a horrible experience regardless of actual threat, and your kids aren't bothered about missing it, there's no point in forcing yourself to go through that. There'll always be other plays - statistically no safer, probably, but if you're less afraid you'll enjoy it more. But don't spend the rest of life in hiding because of something that will almost certainly never happen, because that would be a sad way to live 