CBT is one of the most popular forms of counseling treatment for GAD. It focuses on thought patterns of the person with anxiety and has a variety of techniques used to change those thoughts. The main theory is that humans can control their thought patterns and that changing thoughts can lead to a change in worldview and in emotional state. CBT has a lot of research support for helping with anxiety disorders, and it also focuses on brief treatment. See CBT for GAD.
There are a variety of sub-theories underneath this style — all of which have some connection to Freudian psychoanalytic psychotherapy. The main theory is that forces in the unconscious (likely related to our past) can influence the way we experience the world, often leading to anxiety. Since it involves talking through feelings and searching for answers, the methods used by these professionals are similar to the other styles of therapy. There is less research support for this type of therapy, but that is likely due to the difficulty of studying this approach in comparison with CBT — rather than it being ineffective.
A final style of psychotherapy for anxiety would be from this perspective, which represents a variety of theories. Most therapists doing any form of this therapy would have an orientation and style unique to them, with the focus of the content being on the therapeutic relationship, creating meaning in the client’s life and working with client strengths to create change. This type of therapy can take longer than CBT and also has been less researched in anxiety disorder — likely because it is very difficult to study since each case is treated uniquely.