That's pretty much the only thing that relaxes me. I've trained myself to breathe deeply when I hear certain motifs in the score.
Now when I know that I'm anxious, I just put that on and within 15 minutes I'm absolutely fine and perfectly relaxed.
EDIT: I also know all of the songs by heart. So I can "hum them in my head" and still feel the same effect.
I like a good distraction, myself. Something immersive like hand-busying or talking to a friend. Mostly talking to a friend about unrelated matters, though, because I don't have many hobbies. Video games, of course.
I calm myself down by thinking in probabilities. "It sounded like A but probably wasn't because X, Y, and Z are all more common events, and D and E are in place to prevent A." It's not always that elaborate, and sometimes takes me a minute to get into the mindset, but it works for me more than any other solo tactic. I think I do this unconsciously sometimes.
Other things... Tea! There's some tracks (instrumental, mostly) I think are calming, but I don't really do that often. Laying down with my cat is always nice, too.
Taking a walk outside really helps to clear my brain and make me more positive. It also helps to loosen my body which can get very uptight when I'm stressed. I generally feel like I can deal with the world again after I have taken a walk. I feel the same way if I dance. Exercise is really the only thing that helps. I can't focus on reading when I'm anxious, and meditation is useless unless I have exercised first. Music might help only I have the bad tendency to play really dark, negative music when I'm upset, which generally only increases my negativity. I can't focus on movies very well either. I generally have a lot of nervous energy in my body, so I'll start getting up and pacing.