I did a bunch of searching online and in stores to find some books that I could share with my little guy about anxiety, especially separation and school anxiety. I really wanted him to know that he isn't the only one in the world who feels this way, and that other people (characters) have felt the same way and been able to still do the things they were afraid of. Yes, they are characters in books, but at the very least, I figured he would get some ideas of how to manage through the tougher times.
I thought I'd compile a list of books here; these are the ones that were available at my local library, and my son quite enjoyed them all.
The Kissing Hand by Audrey Penn
Silly Billy by Anthony Brown
David and the Worry Beast: Helping Children Cope with Anxiety by Anne Marie Guanci
First Day Jitters by Julie Danneberg (this one is a favourite!)
Llama Llama Misses Mama by Anna Dewdney
I Love You All Day Long by Fracesca Rusackas
I feel like there were more, but I can't find my list right now. If anyone knows of any other great children's books to help kids understand their anxiety, please share the title with me and I will update this list.
Edited to include the following (thanks Meg!):
Worried Arthur by Joan Stimson
What makes me Happy? by Catherine Anholt
The Great Big Book of Feelings by Mary Hoffman
The Huge Bag of Worries by Virginia Ironside
Little Mouse's Big Book of Fears by Emily Gravett
I'm Worried - Your Emotions Series by Brian Moses
Why Do I feel Scared by Pat Thomas
Don't Panic Annika by Juliet Clare Bell
But Martin by June Counsel
Fly, Chick, Fly by Jeanne Willis
The Worry Monster by Emma Brownjohn
All kinds of Fears - When My Worries Get Too Big by Emma Brownjohn
Please Explain Anxiety to Me by Laurie Zelinger
What to Do When You Worry Too Much by Dawn Huebner