I have three ways: I pull out a piece of paper and do simple 4th grade math problems over and over till I am completely bored. By the time I am done, I don't even care what I was anxious about. The "angular gyrus" portion of the brain (look it up) is used for number processing and also helps us maintain attention. Anxiety for me is worrying about the future or my mulling over severe regrets about the past. The math puts into the "NOW" section of the timeline.
Two: Mindful meditation 2-to-3 times a week. this gives the ability to direct my thoughts better. UCLA page has guided meditations on MP3s that are amazing for stress reduction.
Three, I stay active: I am in a masters swimming program (2-to-3 times a week) and I take hour long walks.