How can you treat anxiety without medication?

I am generally a happy person but in the last 2 weeks I have been so angry that I have thought about hurting myself or others. Not that I would do that, but the thoughts are still there. I am a Iraqi war veteran but I don't want to claim PTSD. I've always said no matter how bad things are someone has it worse than me. However, if I don't address this problem I am afraid that my wife with leave me. The last thing I need is sarcastic recommendations so if you are going to leave something please be genuine.