I had a Border Collie mix when I was younger that had terrible separation anxiety and would drag the trash out of the trash can whenever I left. I found that spending some quality time with him before I left, and leaving the television or radio on for him while I was gone helped quite a bit.
When she was a tiny puppy, one of us took her to work with us at least twice a week. This gave her lots of time with us when she was young. I think this helped her to be confident when she was alone. She has never had separation anxiety, and is comfortable spending time away from us.
I had a Golden Retriever who was always upset when we would leave. We began leaving her outside when we would leave, with our rabbit whom she bonded with quickly. This really seemed to help her calm down when we would have to leave.
My Lab got separation anxiety, and I got him another friend! After I bought a Dalmatian, trips were much easier to take because he wasn't alone at home.
also see Tips for Dog Stress Reduction
also see Alprazolam for Dogs
also see A Guide to Separation Anxiety for Dogs and Owners
also see Recognizing Canine Mental Problems