Usually when I get an anxiety attack, I get diarrhea. How common is this?

Not typical not rare. Anxiety attacks affect each person differently. The diarrhea may not be welcome, but the real problem is fact that you are having recurrent anxiety attacks, in the first place. So, get good help, and find treatment or other solutions which decrease the anxiety. As it gets better, the diarrhea will also improve.
Fairly. I do not know exactly how common, but GI distress is not uncommon with anxiety (attacks or generalized / longer-term). As usual, i would recommend you get that symptom checked out by a physician before assuming it is due to anxiety. If it's near a true panic or anxiety attack, it probably is, but you want to be sure.