One of the most effective ways is to practice deep breathing or 'diaphragmatic breathing' as it is sometimes called. It works like this:
You have two systems in your body that control anxiety: the sympathetic nervous system and the parasympathetic nervous system. The sympathetic nervous system increases levels of adrenalin while the parasympathetic nervous system reduces it, leading your body to calm down. Deep breathing helps the parasympathetic nervous system to kick in.
To try it, find a quiet spot where you won't be interrupted. Close your eyes or find a spot that you can focus your eyes on, such as a mark on the floor. Relax and focus your attention on your breathing. Breathe in very slowly through your nose and fill your lungs. Then breathe out slowly through your mouth.
Breathe in again - through your nose to avoid feeling dizzy then out through your mouth. Allow your diaphragm to relax and then slowly breathe in again to fill it up, like a balloon. Repeating this - slowly - will help you feel calmer.
It also helps to think of calming words, such as the word 'calm' or 'relax', while you do it.