I use rescue remedy to help sooth anxiety. I find that it does work, however, it only seems to take effect when you drop it onto your tongue instead of putting it into a glass of water.
This may seem a strange one, but Vicks vapour rub is a massive help. I find that I suffer from a "tight chest" sensation when my anxiety is at it's peak. Putting on Vicks does help to relieve this sensation and in turn helps to calm me down. Never leave home without it!
Hope this helps.. x