It involves setting up an association with a desired mental state such as happiness or calm by creating an anchor stimuli to that state. Anchoring is one of various NLP techniques which have applications not only in terms of managing thinking and feeling but also as classroom activities to support other learning aims.
Example
Hearing a song and remembering a sad experience, or smelling a particular food and recalling a time in childhood, are both examples of anchors.
In the classroom
Anchoring can be used to reduce affective factors such as stress. Learners - and teachers in stressful situations such as exams or observations - can be encouraged to make associations with a previous, happier experience that they have created an anchor to.
Further links:
https://www.teachingenglish.org.uk/article/neuro-linguistic-programming-elt