We have a mare who had high anxiety when she came and we put her on this stuff called Mare-Alleve
. I have one of my mares on it as well and it really works. You can give it to nervous geldings as well.
All it is is casteberry and raspberry leaves and magnesium, so it's all natural. Just herbs.
Here's their website: http://www.foxdenequine.com/misc.htm#mare