In stressful situations, such as when we have a house full of guests, my dogs are happiest when they are in their vari-kennel in our bedroom. My pets, both past and present, appreciate the enclosed nature of the plastic crate. Sleeping next to, never in, my bed builds our pack unity. As an accustomed safe space they snooze happily through large family gatherings and noisy contractorsin the house.
In potentially stressful situations, such as New Years fireworks in the neighborhood, adding a t-shirt that I've been wearing to their bed is a little extra insurance. It also seems to be comforting post surgery for spay/neuter. I brought one with my papillon pup years ago to her surgery, told the tech what it was and they were supportive. I have also sent along a sweaty t-shirt when my pets have to stay with a sitter. I've never had an anxious dog, but have always felt it is reassuring to even our most confident pals.