Might be worth noting that anxiety is very common in early sobriety just because of wacky brain chemistry. Once the brain gets used to being artificially sedated with alcohol on a regular basis, it can rebound into a state of hyper-reactivity when you take that sedative away. This is often experienced as intense anxiety (as well as insomnia).
The anxiety usually calms down on its own as the brain chemistry regains its equilibrium, but in the meantime, techniques such as those Anna listed can be helpful in managing it.