Wearable devices, or "wearables," bring great benefits but also potential risks that could expose users' activities with- out their awareness or consent. In this paper, we report findings from the first large-scale survey conducted to investigate user security and privacy concerns regarding wearables. We surveyed 1,782 Internet users in order to identify risks that are particularly concerning to them; these risks are inspired by the sensor inputs and applications of popular wearable technologies. During this experiment, our questions controlled for the effects of what data was being accessed and with whom it was being shared. We also investigated how these emergent threats compared to existent mobile threats, how upcoming capabilities and artifacts compared to existing technologies, and how users ranked technical and nontechnical concerns to sketch a concrete and broad view of the wearable device landscape. We hope that this work will inform the design of future user notification, permission management, and access control schemes for wearables.