Since I started with Anxiety (and started with insomnia!) about 6 months back used the time to start using my audible tokens for something useful. Will update as and when I read them but the two I do like so far are....
Dare by Barry Mcdonagh. Havent got through much of it yet, (good sign if it sends me to sleep!) but feel I can empahise with a lot of it and it really makes sense to me! Think it puts a really positive spin on it, and told through the eyes of someone has suffered severely with Anxiety. Gives a lot of hope!
Stop Panic Attacks and Anxiety, Calm Nerves with Hypnosis, Meditation, Relaxation, and Affirmations: The Sleep Learning System by Joel Thielke
More of a sleeping one this, the anxiety parts are more brief and it doesnt kick in until a few chapters down, but find it does relax me (often asleep after a few chapters), and some great exercises throughout.
Feel free to drop by any recommendations you may come across!