Here's my list of things, I no longer have self harm urges but they help with anxiety and have helped get me through my urges I used to have.

-Color
-Draw
-Arts and Crafts
-Write in your Journal
-Play Solitaire
-Play a card/board game with family or friends
-Take a walk
-Eat a treat (chocolate, but not as far as comfort eating)
-Drink Chamomile tea or any of your favorite teas as they're calming. Or cocoa.
-Do a word search puzzle or crossword
-Read a good book
-Take a hot shower (not scalding hot)
-Talk to a friend or family member
-Play with your pet(s)
-Use a stress ball or something like that
-Buy nice smelling candles or wax melts for your room and use them (if you don't burn yourself intentionally)
-Read/work through a self help book.
-Post on a forum
-Play forum games
-Use your prn meds (if you're prescribed them for anxiety, etc) only if you really need to and if you've tried at least a few other coping methods.
-Play a video game or a fun app
-Watch a happy movie
-Take a nap
-Blog
-Clean your room or any room in your house.
-Listen to relaxing music
-Do some relaxation exercises (Deep breathing, progressive muscle relaxation, etc)
-Practice Mindfulness
-Do some Yoga