OK, if you are talking about *normative*, occasional anxiety, when you are worried about something, or a few somethings, or a big something that seems to take over your life (like money related, or children related), then this is what works for me:
1. i notice that when i am worried/anxious/stressed, i tend to crave the worst foods (lots of sweet/carbs), so i stop and reasses what i'm eating. if i can't spend the time making healthy foods for myself, then at least i'll buy more of the salads and low-fat proteins, and stock up on fruit.
2. up my exercise and make sure to get a good weight lifting session in at least every other day. I find that if I keep up with regular exercise, i sleep better at night, which makes me less cranky during the day.
3. I go all Scarlett O'hara - "I'll think about it tomorrow". Seriously - write things down and then put the list aside. sometimes it helps.
4. ask for help if you need it. I have a tendency to do things on my own. Sometimes it's important to ask for help - it makes life less stressful
and all the other great advice given here.