One of the simplest, most powerful, and yet often overlooked tools for improving health, decreasing stress, and lessening pain is conscious diaphragmatic breathing. The breath is always with us wherever we go and requires no special tools to work with it (although sometimes training tools like biofeedback equipment can be helpful for some individuals).
Breathing is one of the few physiological functions that is both voluntary and involuntary. For many people, it is a good thing that it is involuntary because many people are rarely consciously aware of their breath.
Just think... how often during your day do you actually consciously think about breathing?
While breathing is involuntary and that means we are kept alive even when we aren't thinking about breathing, the power in our breath comes from learning to consciously control it, which helps to regulate the nervous system. When you learn to breathe a bit deeper, slower, and into your belly (rather than in your chest), the body will switch out of the fight-or-flight response and into the rest-and-digest relaxation response.
Breathing has far reaching and powerful effects on the body and health, including relieving asthma, helping with COPD, and influencing heart failure. To read more about some of the health benefits and the physiology behind them, check out this NPR article.
If you have never worked with diaphragmatic breathing before, it can be helpful to find a comfortable and supported place to sit or to lie down. Begin by placing one hand on your chest and one hand on your abdomen. Notice which hand moves more when you take a deep inhale. If it is the one on your chest, you might tend to be a chest breather. Begin to explore allowing the breath to move more into your belly (below your rib cage).
Then after working in this way for some time, observe whether you tend to breathe through your nose or your mouth. If you tend to breathe through your mouth, explore inhaling and exhaling through your nose and see how you feel. If you regularly breathe through your mouth, you might notice some subtle shifts in how you feel. Nasal breathing tends to help slow and deepen the breath and also helps maintain the proper balance of oxygen and carbon dioxide in your body.
If you notice that you have difficulty working with breathing diaphragmatically, you might want to check out Donna Farhi's "The Breathing Book" or consider consulting with an expert who specializes in working with breathing techniques.