Take a look at books out there. DBT workbooks have some great exercises that help.

Myself, I turn my tv onto nature or spa music, light a bunch of candles and concentrate on the things around me - like counting the circles in my carpet or the tiles on the floor. Gradually I move that 'awareness' to myself and my body - like how I am breathing, my pulse, my toes, etc.

This is usually good to forget Anxiety during this process. And, when Anxiety does pop up, thinking about my breath and body is easier to do and things are less overwhelming.