Classical conditioning: learning an association between a neutral stimulus (e.g. a dentist) and an unconditioned stimulus (e.g. pain). The fear response generalises to the previously neutral stimulus (now conditioned) thus phobias may be learned through classical conditioning.
Sound/sight/smell can influence our actions.
Operant conditioning: behaviour is shaped and maintained by its consequences (Skinner).
Consequences may have positive or negative reinforcement styles or punishment. Thus, depression results from a lack of positive reinforcements (approval etc) or an excess of negative experiences - punishments.