Like others here have mentioned, lack of knowledge about how to use contraception can play a role in unplanned pregnancies. Further, even if someone has good information about and access to contraception, they unfortunately may still feel uncomfortable talking about it with their partner.
Another scenario when someone might get pregnant is if they have used a condom that is past its expiration date or stored incorrectly, such as in extreme temperatures for a long time-- like inside of a super hot vehicle all summer. Or, someone may open a condom with scissors or teeth (instead of tearing the wrapper properly) and accidentally puncture the condom without realizing.
However, if you are storing and using condoms correctly every time, it is extremely unlikely that you will become pregnant. Do you think it's possible that your frequent fear about pregnancy is related to other kinds of anxiety? Personally, in the past before I was even sexually active, when my period was a day late I would get these nagging anxious thoughts that I might have been pregnant, even though that was physically impossible because I'd had no sexual contact. I think that my anxiety was related to the negative, fear-based sex education at my high school that taught us to be extremely afraid of sex and its consequences. When I grew a healthier, more positive attitude toward sex, this unrealistic fear that I was pregnant started to go away.
I know that the fear you're dealing with can be really hard. Even though you're feeling scared, it sounds like you are very aware of safer sex practices and are looking for answers from legit sources (like Scarleteen!), which is awesome and shows that you are taking responsibility for your health.