Anxiolytics are a wide range of compounds that relieve anxiety. Benzodiazepines such as Lorazepam (Ativan) are often prescribed medications for short term anxiety/panic episodes, but in Europe and Russia medications such as Pregabalin (Lyrica) are believed to be more effective.
There are many plants known to relieve anxiety as well, such as Lemon Balm (Melissa), Valerian root, Passion Flower, California poppy and these are available over the counter in many areas of the world. A more exhaustive list can be found here.