Verbalizing it goes a long way toward helping for me. Once I acknowledge and state it I am already more relaxed.
"No ray of sunshine is ever lost, but the green which it awakes into existence needs time to sprout, and it is not always granted to the sower to see the harvest. All work that is worth anything is done in faith." - Albert Schweitzer
Most of what compels anxiety is socially created and has little real currency on the finality of our lives. Extraneous things like problems with money; social anxiety (Do I look "good"? / What does this person think of me?"); emotional insecurity (Am I good enough for...?); etc. tend to unreasonably occupy our psychological vision, disproportionate to their fundamental worth.
Many of these peccadilloes are ultimately unworthy of any great emotional investment as they are often reinforced by external social mores and have little bearing on the trajectory of our lives. (Obviously, unchecked financial problems can (and will!) build up and contaminate our lives if we do not sincerely address these certain flash-in-the-pan instances.)
This isn't to suggest that I think stress is entirely a worthless concept. Just that it's often ill-applied.
The first way I deal with "stress" is by listing what is stressing me, why, and what I can do about it. Second, I stop myself from analyzing the situation further and use meditation and relaxation techniques to clear my mind. Third, I engage in distracting activities. These steps usually eliminate stress quite quickly.
"How dreadful!" cried Lord Henry. "I can stand brute force, but brute reason is quite unbearable. There is something unfair about its use. It is hitting below the intellect." ~ Oscar Wilde - The picture of Dorian Gray