Phobias are generally grouped into categories, including animal type (e.g. cats, dogs), environmental type (e.g. lightening, water, heights), blood/injection/injury type (e.g. witnessing an accident or seeing blood), situational type (e.g. planes, elevators) or other type (e.g. vomiting, choking).
The key to treating nearly all phobias is exposure, which entails facing your feared object or situation long enough and frequently enough for the anxiety to reduce naturally. The only exception is blood/injection/injury type, which has a slightly different strategy, which we will examine later.
Create a list from the least scary to the most scary. Systematic desensitization is a fundamental feature of getting over your phobia. If your phobia was dogs, you would create a list where each item represented a slightly more anxiety producing step in facing your fear. Next to each item, you would list your fear out of 100. Generally, you would start a list from the middle but you can also begin with items that you would rate 10/100. Your list could look like this:
Letting a dog lick my face 100/100
Sitting on a bench in a dog park 90/100
Being in a house with a dog 80/100
Going to a pet store or SPCA 70/100
Walking on near a dog on a leash 60/100
Watching videos of dogs 50/100
Looking at pictures of dogs 40/100
Start working through your list, beginning with the lowest item. For our dog example, you could go online and look at photos of dogs. The rule of thumb is to remain in the situation until your anxiety has reduced by half. So, if your anxiety began at 40/100, you must look at photos until it is down to 20/100. Your body cannot remain in a heightened anxious state indefinitely; your anxiety will reduce on its own. When looking at the photos of dogs, don't try to distract yourself, stare at the picture, notice the details - this will heighten your anxiety but that is what we want.
Deep breathing and coping statements are important. Practicing deep breathing throughout the exposure exercises is a good way of managing your anxiety. Slow, deep breathing, where you breathe in for three seconds, hold it for three seconds, and exhale for three seconds - in through the nose, out through the mouth.
You should also develop several coping statements you can say to yourself throughout the experience. For example, while staring at the pictures of the dogs, you could say, "They are just pictures, no big deal", or "I can do this. This is important to me."
Move on to the next item on your list when you are bored. You will know you are ready for the next item on your list when the original item no longer elicits the same degree of anxiety or you become bored with the task. It is important not to rush through the list, take your time, as this will help ensure that the fear doesn't return.
Blood/injection/injury type is slightly different. While exposure is important for this type of phobia, what you do in the situation is slightly different. Instead of just deep breathing, you engage in applied tension. This involves sitting in a chair (at first while you practice) and tensing the muscles in your arms and legs for up to 15 seconds, followed by releasing the tension. This strategy can help you not faint at the sight of blood. Read more about it here.
Here is a good book on the subject.