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.