Psychoanalysis. Of course Psychoanalysis conjures up all manner if images revolving around Freud's Oedipus Complex but until not too long ago it was the treatment of choice for anxiety, panic attacks and phobias. The psychoanalyst (you need a good therapist for this one) will take you back through your past. For more information click here.
Journey Therapy. Journey therapy is a regression meditation/hypnosis technique which is best used to find the event(s) that are at the root of the anxiety. The original method, thought up by the charismatic American Brandon Bays, is practiced by therapists in many countries. There are also books and CDs which allow you to undertake what can be a complicated process yourself. There are other simpler processes which I have come across which have different names. I describe one here which you can try from the comfort of your bedroom in a matter of minutes.
EMDR Eye movement desensitization. EMDR was accidentally discovered by Francine Shapiro. She noticed one day while out walking that thoughts that were causing her mild anxiety suddenly disappeared. She tried to work out why and soon narrowed it down to the fact that she had flicked her eyes around while the thoughts were on her mind. She tried it again with another anxious thought and realized she had stumbled on a technique that could quickly change people. EMDR was born. It has been put to good use with Vietnam Veterans and sufferers of other major Traumas such as rape victims. Although EMDR can be practiced on one's self this is only recommended after several sessions with a professional, which can be expensive. There are several books which explain the process. They can be found here. For more about EMDR and anxiety click here.
To try the popular "Write and Burn" technique for releasing old emotion click here.