The Red Scare was a period during the twentieth century in which the nation was extremely scared of communism. People believed communists to have inflitrated among Americans, and they believed them to be planning the demise of the nation. They also believed that communism was spreading all over the world and that it was the duty of the United States to stop it.
The other two cases are similar examples of intolerance. The Sacco and Vanzetti case was the controversial conviction of two Italian men. They were accused of murder, but many believed them to be innocent. Many argue that their conviction was evidence of intolerance, as the two considered themselves anarchists. The rise of the Ku Klux Klan reflects the racism that existed in the nation.
What all of these cases have in common is that they derive from a fear of the other. All of them are examples of cases in which people were fearful of other groups, misunderstood them, or even treated them unjustly. It also shows how the government can sometimes infringe on the rights of those it is meant to protect due to ignorance and fear.