This concept of threat has many facets. The one you alluded to was: who might be menacing us?
In days gone by in the Cold War, it was easy to recognize the Soviet Union and the Warsaw Pact as being that group of countries menacing the livelihood of the west. As recent history has demonstrated, that threat has, at least in perception, decreased. In reality, after the fall of the Berlin Wall and the challenges that the Soviet Union had in adapting to its new political realities, we've seen the rise of different types of threats, and not necessarily state threats. Who could have fathomed two or three years before 9/11 the concept that individual human beings, part of a small group, might develop a plan to crash aircraft into the World Trade buildings?