Depends what is causing it.
If you are anxious because you are avoiding someone or something, very common, then you need to resolve that issue. Reframe it in your mind, or mend defences, or let go of your hate and anger. Whichever applies. The avoidance may be what you do to avoid feeling anxious because that person or thing makes you anxious, but in the end the avoidance actually creates more anxiety and becomes more chronic usually.
If your anxiety is in short lived spurts from specific situations popping up here and there, I agree with what some peope already suggested, deep breathing exercises, or some sort of ritual that allows you to refocus/destract your thoughts, or that is very physically relaxing.
If it is very very out of control medication can help, bensos are the most magical, like Xanax. But, these drugs are very addictive and should only be taken as a short term remember for accute problems.
Have you seen a therapist? Maybe talking things through will help you get what is bothering you out of your mind and into the air.