Some emerging research shows that B vitamins and chronic inflammation may play a huge roll in mental health. A chronic inflammatory state seems to contribute to cell death in the brain, the questionable "adrenal fatigue", and the end result of anxiety and depression. The mechanism of action of fish oil appears to be thinning of the blood and a reduction of inflammation overall, including the brain. This may lead to cell regrowth or reduction in cell death and may elevate mood. However, the inflammation is only a symptom of a larger problem that appears to be caused by a fairly common genetic mutation- MTHFR c776t and a1298c. In this mutation the B vitamin folate or folic acid cannot be methylated and is therefore unavailable for all of the processes that follow. If you have the means, get yourself tested for the MTHFR genetic mutation. The creation of neurotransmitters is also part of this cycle. I happen to be homozygous for the a1298c mutation, it seems probably about 4% of the population of America is, and as a result I have a back-up of unprocessed folate in my blood and elevated homocystein levels. I have recently began supplementing with methylfolate and I'm working my way up to the dosage of Deplin, with is 7.5 -15mg daily. As I've only started a week ago and I'm on such a low dose, I can't tell if my antidepressant is kicking in better or if the MTHF is making it more effective, but I feel more calm for sure.
Unfortunately, unless you have a SERIOUS deficiency, supplementing with vitamins won't really do much. Actually, I had a low level of vitamin D and upon raising it a few months back I felt no different.
Also, +1 on the exercise, AbbyB! There have been studies showing that running alone has efficacy much better than placebo for panic disorder (while not as good as imipramine).
Overall, probably the most powerful may to quench anxiety is exercise, reasonable supplementation and therapy. If that doesn't work and the "latest and greatest" SSRIs have scared you off with the start up side effects, I find the older class of Tricylic antidepressants is WAY more tolerable and WAY easier to start- they're mildly sedating and I see improvement within 12hrs of the first dose and you can build from 10% of the theraputic dose, rather than 50% or more for SSRIs. It may be scary, but I know some folks that have been on them since 1970, and they're STILL working for them.