Here's the Fido Friendly magazine write-up after the TV show mention of Anxiety Wrap:
The Anxiety Wrap was invented by a professional dog trainer, helps dogs (& cats) overcome their fears and anxieties using the gentle technique of Maintained Pressure. In the $35 range. Put it on your dog and acclimate them before thunderstorms, separation, fireworks. My Dexter got used to this and wore it during non-stress times. Good for training a dog fearful of travel. http://blog.fidofriendly.com/product-reviews/dog-anxiety-wrap-product-review-to-stop-the-boom-boom-fear/
You can watch the TV segment here:
If you're time-crunched, the discussion about Anxiety Wrap starts at the 3:28 mark.