Despite being understated, anxiety is a critical factor affecting all levels of society, directly impacting individual decisions and with well-identified ramifications on social play, social constructs, and collective outcomes, as well as being a significant direct social toll tied to yearly trillion-USD social cost. Through a systematic literature review of social simulation research featuring models of anxiety, this paper frames the state of the art on anxiety modelling, and identifies trends and patterns in bibliographic indicators, aspects of anxiety that are modelled, how they are modelled, and their purpose and integration within agent based models. Based on these findings, this paper proposes a way forward as to structure the field as to enable the social simulation community as a whole to cover this critical aspect.