I'm a huge movie lover and I was thinking we could make a list of movies about anxious/neurotic characters which can help us have a laugh about ourselves.
Woody Allen's most personal movies first come to mind. In Hannah and Her Sisters, for example, he's scared to death about his health but realizes he has to stop worrying and start living life fully.
What About Bob? is a fun feelgood movie about a guy who has all the possible symptoms of anxiety and phobias and his attachment to his new "genius" psychiatrist. At the end one wonders who is really "sane" in this world.