For me, I suppose that the teaching is in the living. Self-control means that you wait until a Sweets Day before getting a treat. (We have three a week.) Self-control means sometimes taking care of chores before we play. Patience is having them wait to talk with you while you are on the telephone.
Disappointment is met with compassion and empathy, and then guidance to find something else to satisfy oneself (redirecting to a different activity, delaying gratification, offering 'what could you do to make yourself feel better').
Controlling anger, for kids, is often about giving them safe ways to release it ( I have no problem with my son calling something he tripped over 'stupid' and we give guidance for when he's mad at us-- again, we try to lead him to think about what could make the situation better for him--solutions that work for everyone.) AND giving them ways to avoid the trouble/problem to begin with the next time.
A lot of this is done in the moment. We do a lot of thanking and appreciating when those good qualities come out. "Thanks for keeping yourself busy when I was talking to Auntie. I really appreciate it. Now I'm ready to help you with...." Following through on my end of the deal-- fulfilling the object of their gratification, delayed, teaches them to trust us.
I also try to keep the guidance light. If I have to say "no" to a treat at the store, I want to do it as a "not this time" sort of thing, and do not focus on what my son needs to learn. I also want him to know that I will take care of his needs, so if he's very hungry, I might buy a small bag of almonds to tide him over. It's important to me that he knows I can separate his needs from his wants; so that way when I ask him to delay his wants, he has the security of knowing the needs are met.
I also model this myself. When we are walking and Kiddo wants to go to the coffee shop, I might tell him, "You know, it would be fun for another day. I would love a cup of coffee, and we have tea at home and food at home, so I'm going to wait. That way we don't have to spend extra money." Then we go home and have a pleasant time, not bemoaning just staying home.
Fears: we are still working on. My only best advice would be not to try overly hard to reason them out of their fears, but to just offer support and encouragement and reasonable guidelines. My son has a huge fear of dogs (has been chased by them, jumped on--- he likes dogs and hates being afraid of them), so we walk a line between just being responsive to the strength of those emotions, modeling our own comfort around friendly dogs, and avoiding places that have dogs off leashes.
No silver bullets-- just lots of in the moment love and guidance. :)