I feel shortness of breath all day. I get out of breath when I do almost anything. Is this anxiety?

Possible, but you.. It is certainly possible that significant anxiety can make you feel as though you are out of breath, but you look into this further. Ther are other causes such as asthma, pulmonary fibrosis, chronic obstructive pulm disease, emphysema etc..It seems that your sob is interfering with your daily activities and so i suggest you consult your doc for an evaluation. Good luck.
Therapy? After ALL physical causes have been ruled out, have you yet tried any form of psychotherapy? Typically, the optimal combination of things to treat emotional issues such as symptoms you describe is medication (which, on your best day, is supposed to take the edge off symptoms) but the real gruntwork takes place in psychotherapist's consulting room.