Although elevator accidents are extremely rare, elevator malfunctions can happen from time to time.
It is important to remember that if the elevator should ever stop between floors, do not panic simply use the ALARM or HELP button, the telephone or the intercom to call for assistance. Elevators even have emergency lighting that will come on in the event of a power failure. Try Pushing the "Door Open" Button.
If you are near the landing the door should open. You can then slowly and carefully step out of the elevator (Be sure to watch your step as the elevator floor may, or may not, be level with the landing). If the door does not open, you are still safe. Do not try to exit the elevator. Wait for trained emergency personnel to arrive. Even if the air temperature feels warm, there is plenty of air circulating in the elevator and its shaftway.
I personally get slightly nervous when I ride in one as well. You just have to remember that even though it may feel like a long time you may only be in an elevator a couple of minutes or less :)
All you can really do is know how to properly handle yourself in an emergency situation.
Hope this helps ^-^