I never had anxiety but I was depressed from age 14 onwards when I realized how hopeless my situation was... it wasn't until recently (age 22) that I realized it's not so hopeless! The world doesn't revolve around America and there are millions of people living happily in other countries. There's much more to life than 9 to 5 jobs and minivans.
You can leave America tomorrow, travel the world, and fall in love with someone. Of course it's also good to get your American degree, and then leave the country. That degree will go a long way! You'll get jobs easier, you'll be more eligible for work visas, and it impresses women
If you're insecure about your appearance like I used to be, go out and start running a few miles a day - you'll quickly lose any fat and get a nice tan. Maybe try a new hairstyle, get your teeth whitened. Confidence should help overcome your anxiety