Caz, anxiety isn’t necessarily due to vitamin deficiencies. That said, I’ve found b vitamins can be really helpful for anxiety. Not a vitamin, but a lot of people report magnesium is calming. Vitamin A or D seems to help some people, too. I think it’s fairly individual, but personally I would recommend starting with a good b-complex if you want to start testing.
Oh I know all about this subject, after suffering from anxiety for years haha. The big ones are the b-vitamins, magnesium, zinc, calcium, and several of the amino acids (tryptophan, etc). Also vit D can play a role. Like Amy says, and I absolutely agree, anxiety is such a general alert response for the body/brain it can be caused by TONS of things. But as far as vitamins/minerals, those are the big ones.
My anxiety/panic issues went away when following a mostly WAPF way of eating. You also need to watch that you are not over-exercising. Over-exercising can differ for everybody, for instance, a seasoned athlete training for the Olympics will have a much higher tolerance for exercise than an obese, sedentary couch potato. Learned that the hard way!