Whim Hoff, known as The Iceman is someone worth looking at. He has learnt how to consciously tap into the autonomic nervous system to heal disease and stress. He's done this in hospital and lab settings supervised by doctors and scientists so this isn't him just talking, it's backed up by hard science. It's basically a breathing method that allows you to deeply make the mind/body connection. He's helped people dealing with PTSD and stress so I'm thinking it's worth looking into for anxiety.
He's trained people to do the same, from his website:
"Authors: M. Kox, P. Pickkers et al. - Radboud University Medical Center (published in PNAS) Summary: In this paper, the effects of the Wim Hof Method on the autonomic nervous system and innate immune response are evaluated. A group of twelve people was trained with the Wim Hof Method before undergoing an experiment to induce inflammation, normally resulting in flu-like symptoms. Compared to a control group who were not trained in the Wim Hof Method, the trained participants showed fewer flu-like symptoms, lower levels of proinflammatory mediators, and increased plasma epinephrine levels. In conclusion, the trained group was able to voluntarily activate their sympathetic nervous system."
He's known for his amazing records, some of which are:
Running a half marathon above the Arctic Circle, barefoot only wearing shorts
Swimming underneath ice for 66 meters
Hanging on one finger at an altitude of 2,000 meters
Climbing the highest mountains in the world while wearing shorts
Running a full marathon in the Namib Desert without drinking
Standing in a container while covered in ice cubes for extended periods of time