On mass transit, or at bus stops, I'll often have my fingertips in my purse. I don't know what it's called, but I have this top secret little 2 inch toy that is rubbery and looks like bubble wrap. I can pop all the bubbles, and then flip it over and pop the bubbles on the other side, and so on.
If I remember (which is more often than not), I bring a yarn craft with me and I work on that. I can listen and absorb a speech or conversation better if my hands are busy. Everything else fades, and what's important is amplified. And on a crowded bus, my anxiety drops, the looping self dialogue goes away when my hands are busy.