Anxiety is a very common behavioral issue for dogs. Some dogs are anxious only in certain situations (going to the vet, when visitors arrive, etc) while others have anxiety in numerous situations. In the latter case, the anxiety becomes chronic. We aren't sure why some dogs handle stress better than others but then again, some people are better equipped at dealing with stress as well. If you believe your dog's anxiety is chronic, there are certain basic steps you can take to help calm him.
1.) Take him for a walk- Exercise is not only great for your pup physically, but helps him settle down mentally. I recommend at least three 30 minute walks per day for big dogs and three 20 minute walks per day for the little guys with anxiety. The walk satisfies your dog's need for mental stimulation in that he gets to see, sniff, and hear sounds that he wouldn't be exposed to in his own house or yard. Just like humans, dogs need to both venture out into the world and get plenty of exercise to maintain health. For those days when you're short on time, you can also switch one of these walks out for a vigorous 15 minute game of fetch. Just make sure he is still getting his pee break every five or six hours. When your pup has to hold it, this can exacerbate his general anxiety.
2.) Let him meet some furry friends - Dogs have their own "language". Part of this language includes a series of gestures called calming signals. These signals not only allow for peaceful interaction between dogs but they remind dogs how to calm themselves as well. A dog that doesn't have the opportunity to use "doggie language" much will soon forget it and therefore will not be as well-versed in calming himself during stressful situations. Social interaction also supplies more mental and physical stimulation for your pup too.
3.) Set boundaries and adopt a routine - Imagine for a second that when you went to work everyday your boss kept moving your desk. Some days you'd be next to the noisy copier and other days you'd be isolated in the storage room. While this scenario is a bit far-fetched, this is how your dog feels when he doesn't know where he is allowed in the house and where he is not. If you decide your dog shouldn't sit on the sofa, then this needs to be reinforced every time he attempts to climb up. All of us get lazy with rules at times but having consistent boundaries is especially important for anxious dogs. When your dog knows what is expected of him, he can relax. This goes for his feeding and walking routine as well. If that routine changes too much, he becomes uneasy.
4.) Praise the correct behavior - This activity is probably the most crucial of all. Watch your dog for signs of anxiety and don't pet or comfort him while he is in this state. Our instinct as pet parents is to want to soothe our dog when he is uncomfortable. We hate seeing him worked up for no reason. Unfortunately, when we pet our pup during fits of anxiety, it has the opposite effect. We are communicating to him that we like this behavior. The best solution when your dog is whining, shaking, etc is to ignore him. I know it's difficult but remind yourself that you are helping him. You can coo at him and pet him until your heart is content once he is calm again.