From About.com's Panic Disorder section:
National Anxiety Disorders Screening Day is Wednesday, May 3, 2006. At numerous locations throughout the United States and Canada, you may receive a free and anonymous screening for anxiety and depressive disorders. After the screening, you may talk privately to a qualified mental health professional, and you will receive a referral for further examination and treatment, if necessary.
To find a screening location near you, call 1-888-442-2022 or visit Freedom from Fear's Referral Network online. The telephone call is toll-free.
About.com has an extensive article on who should attend and what to expect.