The art of breathing exercises is an underutilized discipline that can contribute to your well being. From my clinical experience, breathing exercises are helpful in decreasing symptoms of depression, anxiety, panic attacks, and improving concentration. They are a great tool for stress management in your life, if you go through tough times or life transitions.
Most breathing exercises come from Pranayama – a fundamental part of Yoga. The basic book on this subject is Light on Pranayama: The Yogic Art of Breathing by Ayengar, a renown Yoga teacher. From these exercises, “Alternate breathing” is the most beneficial one for people that suffer from anxiety and panic attacks, according to my professional experience.
Most Yoga teachers do not teach breathing exercises in regular yoga classes, so you may need to ask for a private lesson. If you have never done it before, It is advisable to learn under guidance. If you have any medical condition, you may want to consult your health practitioner.
I know that there are similar exercises in martial arts. but I have not explored those. You may want to check with a local martial art teacher.