powerbreathe has helped a lot with this for me. It is a medical device that can be purchased online for £49.99. They call it dumbells for your lungs and essentially it retrains the lungs and diaphragm to strengthen them and get you breathing more efficiently. Asthmatics, people with heart and lung problems and athletes use it to help make their breathing more efficient.
Apparently the respiratory muscles are very lazy and tend to quickly pick up memory effect and if you get used to breathing in a certain way because your are holding yourself tightly due to stress / anxiety etc then you soon develop a shallow breathing pattem.
Even blood pressure has been proven to be reduced by regular use of deeper breathing and slowing down the breathing to below 10 breaths a minute for 15 or so minutes 3-4 times a week.