My anxiety got bad enough recently that I had to go back on meds for it. Made a world of difference for me. Of course I still have anxiety flare-ups but they aren't all-consuming and going on for days or weeks at a time any more. If yours is to the point of interfering with your daily life and thoughts, please don't forget there are medical options for it, and therapy options! Sometimes you just need to get your anxiety brain to shut up long enough to learn better coping strategies, sometimes you need it long-term, both are fine!
Anyway when I have my flare-ups, I do 'little busy things'. I've got ADHD and OCD on top of the anxiety, and that gives me the prime mindset to sit and do tedious, repetitive work that I can lose myself in and relax when I'm having a tough time. Seconding the jewelry stuff! I do beading, especially fond of seed beading. Currently I'm working on a giant latch hook project, can only work on that in spurts because the rug's so big I have to put it on the floor and I can only sit stooped over it for so long before my butt hurts

. I also tend to write a lot when my anxiety goes nuts.
Another thing I love doing is making stone cabochons, but I don't expect anyone to go out and just buy a $5000+ piece of machinery on a whim! I love working with rocks, I find it very soothing to take a piece of random rock and turn it into something beautiful.