I'm not going to tell my fiancee that I have $20K extra savings in the bank
Why would you not tell her about the extra money you have in the bank?
It's my money, and I earned it. She doesn't need to know about it.
It's okay to keep some money in the bank, in case of an emergency, but you are getting married, so you should be open with each other. If your future wife finds out that you were hiding money in your marriage, she will justifiably be suspicious of other things you tell her.
I don't know, I'm scared to tell her about it.
I get that you're scared, but married couples should share information about themselves. I'm sure she won't even care that you have that money.