I don't have one that addresses anxiety directly, however, "Tiger-Tiger, Is It True?" by Byron Katie is really good because it shows children how to question their thoughts. Anxiety is about fearful thoughts playing out unchecked, in our minds . Questioning those thoughts allows us to become aware of what we are thinking and then investigate what is really going on.
Another thing is to help him play out his own stories. Ask him to tell you what he is afraid will happen. Then ask him what will happen next. Then ask him what he would do. Then ask him again what will happen next. etc. Too often with anxiety we get stuck in the story of the disaster and never play it out to the reality of how life actually continues. If he says he doesn't know what he would do, just ask him to pretend like he knew what to do. The word pretend puts us back in kindergarten brain and circumnavigates the fear.
Helping him to see what inner resources he has, to deal with any crises, can be very helpful as well. Help him to apply his imagination, creativity, smartness, whether he can run fast, or ask for help, or build something, or anything that he knows he can do will support him in crises. Help him to see where "bad" things have happened before and look at how he got through that. Be specific, did he sing a song, did he ask for help, did he create something, etc.