Thank you to everyone who gave me advice. I tried the monster-away/scare-away spray; that didn't work.
We tried putting him back in his old bed toddler-style; that didn't work. So we put the crib side back on; that didn't work. We aren't sure if we'll leave it as a crib or not; the good thing is he can't get out of his crib and can't just go to the door and start knocking to be let out.
Big A, I think, figured out the problem. It wasn't that he is scared of anything but there are two things.
1. He wants us to be there. What kid at some point doesn't want his/her parents there? I've seen it enough on Super Nanny (good news is, his bed is too small for us to sleep with him! ha).
2. He is weaning himself off of his thumb. When he has it, he falls asleep faster. When he doesn't, it's screaming that sounds like he's possessed (no joke). I wish he'd wean himself off of it during the day; it's always in his mouth! Any advice on this self-weaning process from moms who've been through it?
Anyway, it makes for some rude awakenings at night and some long bedtimes. *shrug* We'll get through it just like we do other parental obstacles. :)