It didn't take long for the media to get the blame, as it inevitably does for almost everything.
The man doing the blaming this time was not Hugh Grant, to everyone's relief, but Simon Darnley, a therapist at an anxiety disorders unit.
"The news is full of bad stories about us being attacked, about paedophiles, and people being murdered," he said. "Negative stories are put forward constantly to us which increase our perception of danger."
Who knows if this is true or not, but the implication was this anxiety-inducing journalism is worse than it used to be, which is certainly not true. Go to the library and dig out a newspaper from 100 years ago and you'll see it is just as full of fear and all the familiar anxieties - foreigners, criminals, child stealers - written in some cases in a more lurid and exploitative way than it would be today.
The point is that even though newspapers get the blame, no-one knows why we appear to be more anxious, if indeed we are. In some ways, this lack of clarity seemed to be the main point of the documentary.
The staff of Bethlem Royal Hospital in London, once famously known as Bedlam, were doing a wonderful job but in many cases did not understand what was causing the anxiety or how to tackle it.
Takes James for example. James is a charming, endearing man. He's all lanky and clever with floppy hair and a witty turn of phrase. But he's obsessed with the toilet, which has become the focus of all his anxiety about life. Specifically, he is worried that if he does not go to the toilet virtually all the time he will have an accident. He can spend up to seven hours a day in the loo.
In one scene near the beginning of the show, James stood by the door to the bathroom and looked in at the toilet bowl. "It's like a torture," he said. "For as long as I can remember, I've had a difficult relationship with it. I sort of hate it."
The treatment at Bethlem was to make James realise the consequences of not going to the toilet all the time were not so bad, but what we also realised is there is much to learn about the nature of social anxiety. James also told us he has irrational, weird thoughts but, as the therapists pointed out, we all have such thoughts sometimes. It's just for some they get out of control.
No-one knows why. Perhaps it comes from the complex and terrifying structure known as the nuclear family - and there was a point in Bedlam where it looked like we might get an explanation in James's family background. But no. There seemed to be no explanation, no reason, no neat diagnosis. Just the gnaw-gnaw and peck-peck of dark, dark fear.