The study referenced below shows that a small number of weekly audio sessions using theta / delta binaural beat frequencies appears to have benefits in anxiety treatment.
Almost all self-improvement programs that utilize binaural beats and other entrainment techniques claim this benefit.
Alternative Therapies in Health and Medicine (2001, January; vol 7:1). Use of Binaural Beat Tapes for Treatment of Anxiety: A Pilot Study of Tape Preference and Outcomes. René-Pierre Le Scouarnec, PhD, Roger-Michel Poirier, MD, et. al.