I used to get acupuncture for fibromyalgia. It helped a fair amount. Sometimes if I was having anxiety, they would do needles for that, too, while I was there. It doesn't take very many needles or much time to do acupuncture for anxiety (a plus - it's very boring lying or sitting for 30 minutes with needles in you.)

I don't have extreme anxiety, so I can't say how well it would work for that.

I went to an acupuncture college for treatment, and the sessions only cost $25.