Sometimes the best way to work through your anxiety is in groups. The Second City offers an immersive, unique approach with two group classes: Improv for Anxiety and Stand Up to Anxiety.
From their website:
Improv for Anxiety is an innovative program that includes an ensemble-based improv class and a therapy group. The program is designed to help people with mild to moderate social anxiety and/or fear of public speaking manage their symptoms and increase well-being in social, work/school, and family settings. The program provides an interactive opportunity to learn improv and apply those skills towards increasing awareness and management of anxiety.
Stand Up to Anxiety is designed for people who are looking for ways to face feelings of discomfort and reduce avoidance behaviors in social, work/school, and family settings. Face performance anxiety and develop yourself as a solo comedic performer by writing and workshopping your own material. By understanding how earlier stand-up comics evolved, students venture outside their comfort zone and experiment until discovering their own unique style. The class also has the option of a final performance on one of the Second City Training Center’s stages.