We all have baggage in one sense or another, and we're not talking about the kind that you have to pay ridiculous fees to check at the airport. "Baggage" just means that we are, in some ways, the sum of our experiences. Every relationship that we've had in the past shapes how we behave in our future relationships, and that's not always a bad thing. But if those past relationships were full of negativity, there's a real possibility that they'll cause problems in the groom-to-be's relationship with his fiancee.
This doesn't just extend to past romantic relationships, either. Of course if he was hurt badly by a former partner or went through a messy divorce, it's going to make a difference. However, if the man grew up in an abusive home, or has a generally difficult relationship with his parents or family in general, this can affect how he views all different types of close relationships. He may not immediately make the connection between his past and the turmoil that he's feeling about getting married, but there's a real possibility that he got cold feet because of the baggage he's carrying around.
Any of these reasons, or a combination of them, could explain why he got cold feet and left his fiancee at the altar. The truth is most of the things on this list can be overcome if the man recognizes them in himself and decides to work on them. It just needs to happen long before the wedding day.