I'm starting to think I may have anorgasmia. What should I do?

Health, Relationship. This could be coming about due to health issues, medication you may be taking, anxiety, depression or relationship issues. Certainly visit with your doc first and rule out hormones, med condition and medications. If none of those, consider a sex therapist to examine your feelings about sex and your relationship to see if something else is going on that you and your partner can work on together.
Anorgasmia. Start by remembering when was the last time you actually had one. See what changed. In addition, also consider it might not be you who is the issue. .
Seek medical evaluat. this is a problem with many possible causes. some are emotional, some physical and most are a mixture of both. Your family doctor might be a good place to start. in some places, there a special clinics that focus on sexual issues. BE SURE ALL POSSIBILITIES ARE CONSIDERED before starting a treatment program.
Consult w/ Obgyn. If you have a medical condition, consult with with your Ob-gyn or a sexual therapist if you think it's psychological.
Need history. see a good primary care md and discuss lifestyle,meds.