There are several different classes of anxiety disorders, and some different treatments used for them:
PTSD
Anxiety caused by a traumatic event (or series of). Typically seen in soldiers returning from conflict zones.
Generalised Anxiety
Anxiety with no clear cause or focus.
OCD
An irrational fear, typically associated with contamination. It involves ritualistic and compulsive behaviour, which becomes disruptive to the individuals life.
Panic Disorders
Anxiety caused by an external stimulus. These can be controlled by reducing exposure to that stimulus. Typical stimuli include spiders, although there are others.
Social Anxiety
Social anxiety is the unnatural feal of other mammals. These can be disabling.
Phobias
An unnatural fear towards an object or thing. This can be prevented by reducing exposure to that stimulus.