Medication for anxiety or nervousness is usually recommended only for severe cases of anxiety, or for cases where psychotherapy has not been helpful. This is a very broad question, so please provide more details, or narrow the question. The best answer I can give you with such a broad question is the answer in the first sentence above. Each of the major anxiety disorders have specific treatments and have different types of medications that are helpful (i.e. specific phobia does not respond to SSRIs, but social phobia does).
