Here's what's been helping me handle anxiety and Claustrophobia <<< that in particular can throw me into a spin..
1) EFT (emotional freedom techniques) check out eftuniverse.com (it's free) and can better explain the techniques than I can do in short on this board.
2) It's important to learn to control your breathing.. Once you start breathing in fast it's hard to get out of that cycle. Long , deep, heavy , slow breaths are helpful in getting the oxygen into your bloodstream and with the slowing of the breath it helps to slow the pulse. See Dr. Weil's website and the breathing techniques he uses for his own depression.
I have used them and they appear to work..
3) I don't drink much caffeine, eat little sugar and seldom drink alcohol (these items cause me to become more nervous) so I limit them...
4) Meditate, even if just a few minutes in the day.. .take a moment , allow yourself to sit quietly and take control of your breathing ... This kind of physical/mental/emotional check in is good because you really begin to get a sense of how you are feeling. if for example, you feel jumpy, then take a moment to slow your breath and see if you can begin release that anxiety.. all this takes practice. but as someone who was getting VERY Claustrophobic and anxious (particularly when riding public transit) the
5) Keep a journal with you.. I do this for example when I am riding public transportation and know that I might feel anxious.. By writing , it allows me to "distract" the anxiety as it were and focus on something else. Also, if you have an ipod, music can be helpful..
all the above techniques seem to have helped..
How do I know?? It's been about a year now since I have had to get off a crowded bus (before If I felt crowded in I'd hop off , even if it was raining)
Also, there were certain buses I wouldn't even take because they felt more closed in, I am able to take those now.
Lastly, although I still get a bit nervous when riding the subway, I did manage to take a route that in the past I stayed away from because I felt the train slowed too much and we'd become stuck.. two weeks ago, I rode that train and although I did get a little nervous, I managed the anxiety by writing in my journal...
I wish you the best
good luck