It seems to me that being shouted at is likely to make any child cry, particularly by an older child. Shouting is not nice, and intimidating particularly from an older child.
Door knocking i've not seen before, but if door knocking includes fairly loud knocking, it could also be a bit disturbing. More likely to me, he's concerned about some change when the door is knocked on - somebody he's not comfortable with, particularly if you have a lot of people he doesn't know come in after knocking.
In general, it's not particularly surprising for a two year old child to be scared of things he's not familiar with. This goes away as he gets older and experiences more things. The best way in my experience to deal with this is simply to make sure he has a lot of new experiences when he feels safe and comfortable.
When a child feels that he is safe - he's with mommy or daddy, he's in a location like his house that he feels comfortable in - he's more able to process new things. It might seem counterintuitive, that to help him learn not to be fearful you need to help him feel safe, but it is a good idea nonetheless.
When he reacts fearfully, talk to him about it. Don't diminish his feelings - they are feelings, whether you think they're justified or not - but ask him if he's scared, talk to him about it, and then try to give him tools to deal with that fear. (The following is roughly how this would go with my two year old, with the name changed of course.)
Johnny, are you feeling scared about the door?
Yup. I want my mommy.
What's making you feel scared? Is it loud?
Are you worried someone will come inside?
Johnny, I know that you get worried that someone you don't know will come inside. You know Daddy and Mommy would never let someone come inside whom we didn't know, or whom we didn't feel comfortable letting inside. I'll show you how we do this. Let's come over to the door.
I don't want to!
I know, but I can show you a secret telescope we can use to find out who's there without them knowing! Doesn't that sound fun?
(walking over to the door, looking through the one-way hole) Look here, Johnny, put your eye here and you can see who it is.
(puts eye there) Uncle Michael!!
Yep. (opens door, hugs all around)
It's all about making him feel comfortable, making him feel that his feelings are valid, and giving him tools to deal with the feelings. Once children know what to do when they're scared, they have the ability to handle it much better and are much less scared.
So in the other situations (kids yelling at him, RC cars, etc.), talk to him about them and give him tools to deal with them.