I've had anxiety problems my whole life, and was diagnosed in my early 20s with two anxiety disorders. It wasn't until then that I learned coping mechanisms other than self harming ones: hair pulling (I had to get my hair cut all off when I was in kindergarten, and even developed a bald spot in high school one year from that), skin picking, I gave myself nose bleeds a lot in kindergarten. Breathing techniques helped me a lot. At the time of my diagnosis I was experiencing a lot of deja vu type of feelings like I had dreamed or lived what was happening, which I learned was depersonalization and still do experience that sometimes when I'm under high amounts of stress. What helps me then is to remind myself that what is happening is happening for the first time and couple that with breathing techniques.
