Do you have regular anxiety or a disorder?
If you just get the jitters/butterflies before a performance, I would suggest relaxation techniques like breathing or the ole' actor 'shaking it out' technique. Also, beta blockers are used by musicians. It blocks the receptors that accept adrenaline, reducing the 'fight or flight' response caused by normal adrenal anxiety.
Now, if you have an anxiety or panic disorder of a psychological nature, you're talking a whole nutha' can of worms. You may want to speak with a psychiatrist or psychologist, but I believe (JMO) that only meds and therapy can help with that.
BTW, I work in theatre and I'm on stage every show. However, I am not an actor, so I don't get nervous (I used to). But most actors always feel some nerves before the show. And they always tell me that only repetition (doing the performance over and over) reduces their anxiety levels.