I am a lecturer in sports and exercise psychology so I often deal with anxiety in my research with athletes. Indeed, most people experience anxiety at some time or another.
My tip, if you are feeling anxious, is to differentiate what you can control from what you can't. The first step is to identify the source. Is it one particular thing? Or is it an accumulation of things? In which case, make a list of those things and work out which you can you do something about. Focus all of your efforts on managing the sources of your worry that you can control.
Most people don't have that distinction clear in their mind, so things they can't control become a big source of anxiety. Dealing with this can be very important for people's mental health.
Then try simply to accept the uncontrollable sources of anxiety in your mind. Some people might be worried about the weather on a big day, an accident or an attack on the train, or perhaps just things that other people are doing at work, none of which they can really have any influence over. The outcome may be very important, of course, but there is still no point in worrying. Acceptance is the key: acceptance that you can't control everything. Once you have that in your mind, it becomes easier not to worry.
If a particular situation, such as flying, is causing you to be anxious, try to expose yourself to it as often as possible so that you become familiar with it. Lots of anxiety interventions, such as cognitive behavioural therapy, also try to restructure the way that a person appraises the situation.
It is often helpful to think about yourself doing whatever it is – then close your eyes and visualise it going well. Go through a script of how that flight or job interview is going to unfold so that you become familiar with it.
This will help you get used to the idea that the thing you fear most is probably the least likely thing to happen.