In Macbeth, why is Banquo afraid after Duncan's death in Act II?
In Act II, while he is a guest at Macbeth's castle in Inverness, Banquo seems to be afraid of his own thoughts and imaginings. He is worried about what the future holds as he gazes at the starless sky as a potent of dark things to come—"Their candles are all out" (2.1.5).
When Macbeth approaches, Banquo nervously calls for his sword, but is reassured that a friend is there. Macbeth then inquires of Banquo why he is "not yet at rest." Banquo replies that he has dreamed of the weird sisters, adding, "To you they have show'd some truth" (2.1.20). This remark implies that they have predicted Macbeth's becoming Thane of Cawdor. However, Macbeth pretends that he has given the witches no thought: "I think not of them." He probably does this in the hope of preventing any suspicion of him by Banquo after he later completes his intended act against the Chain of Being (the murder of King Duncan).
Perhaps, though, Macbeth reconsiders his words, for he may now recall how deeply moved he was at the time of the meeting with the witches, as well as how Banquo observed aloud, "Look, how our partner's rapt" (1.2.143). If he acts disinterested now, Banquo may again become suspicious, wondering why he denies that he was not also disturbed by the predictions they heard. For whatever reason, Macbeth speaks again to Banquo, this time as though wishing to draw Banquo closer to him by his joining in his cause:
If you shall cleave to my consent, when 'tis
It shall make honour for you. (2.1.25-26)
But, because Macbeth's intentions are nebulous, Banquo is suspicious. So, he replies cautiously,
...So I lose none
In seeking to augment it, but still keep
My bosom franchised and allegiance clear,
I shall be counsell'd. (2.1.27-30)
This rather ambiguous answer is, nevertheless, an implication that Banquo suspects Macbeth of some dishonorable intentions. Hearing these words, Macbeth makes no reply, only bidding Banquo good night: "Good repose the while!" and they both make their exits.
Banquo grows more concerned after Duncan's death for a number of reasons. Ever since the first moment he and Macbeth heard the Weird Sisters' prophecies, the two men reacted differently. In Act I, when Macbeth is first given the news that he is the new Thane of Cawdor, he sees it as a sign that the other prophecies of the Weird Sisters will come true as well, whereas Banquo responds by saying, "oftentimes to win us to our harm / The instruments of darkness tell us truths, / Win us with honest trifles, to betray's / in deepest consequence" (1.3, 135-138). Here Banquo is telling Macbeth to exercise caution in believing the prophecies, as they could lead to destruction. Then, in Act II, Banquo is having trouble sleeping after having nightmares about the Weird Sisters. He meets Macbeth (shortly before Macbeth murders Duncan, unbeknownst to Banquo at the time), at which time Macbeth says to Banquo, "[i]f you shall cleave to my consent, when 'tis, / It shall make honor for you," to which Banquo replies, "So I lose none / In seeking to augment it, but still keep / My bosom franchised and allegiance clear / I shall be counseled" (2.1, 34-39). When Macbeth attempts to gain Banquo's allegiance, Banquo says he will give it only if it doesn't make him turn against his integrity and love of Scotland. At this point, Banquo has now been given two instances in which Macbeth behaves in a somewhat suspicious manner.
Finally, after Duncan is murdered, Banquo states at the beginning of Act III,
Thou hast it now—king, Cawdor, Glamis, all / As the Weird Women promised, and I fear / Thou played'st most foully for 't. (1-3)
Banquo is now clearly suspicious of the circumstances surrounding the death of Duncan, the rise of Macbeth, and the connection between the two. He is beginning to understand Macbeth's guilt, which is one of the reasons that Macbeth has him killed.