What places? Are the places all similar that he is nervous in - any loud noises, bright lights, etc?
My sister house, she have a home daycare, we went to chuck e cheese's he was fine when he turn around and did not see me he got very nervous and want to leave, one of the things that scared me is when he get nervous he look to go to anyone even if he does not know them, bright light doesn't bother him or loud noise,
I suspect what you are seeing is anxiety - probably social anxiety. I might suggest that you google the phrase "children and anxiety" or "social anxiety in children" to see if these descriptions remind you of your son. If so, then you should discuss this issue with your son's pediatrician or family doctor. By the way, if anxiety is the issue, your son will not outgrow it nor will it go away. Please write if you think that I might be able to help. I wish you the best ....
Thank you very much, I will take him to see his pediatrician and discuss this with her to see what next step to take my sister did mention that to me too. You have been a great help....