Separation anxiety in dogs is a common issue and is generally caused by two reasons;
1) the dog sees you as a huge source of confidence and gets stressed when you leave, or,
2) the dog feels you need protecting and stresses when you leave as they can't look out for you anymore.
Reason 2 is by far the most common one despite what people would like to believe.
The good news is, despite the reason, the way to address the problem is the same. The thing you have to focus on is doorways, (not leaving the house, or how long you’re out for etc). The idea is that you can eventually walk through a door and your dog will not even bat an eyelid.The way you do this is a few basic rules and very small steps.
Firstly, some rules; whenever you come through a door to meet your dog (like coming home through the front door) you have to completely ignore them for around 10 minutes; this means no talking to the dog, no touching the dog and no looking at the dog. This basically takes away any excitement associated with you coming through a door. (Excitement in dogs is a form of stress). The reverse of this is also true, when you leave your dog behind and exit through a door ignore the dog for the 10 minutes before you do so, this makes you leaving much less of an occasion by removing any excitement or anxiety (stress) associated with it. The worst thing people do is make a big fuss of the dog before they leave, which means the dog gets charged with excitement and then is left on its own with all this excitement (stress) to deal with and no real outlet for it, it's no wonder these dogs chew/bark/whine/dig etc.
This is the basis for getting the dog used to being on his own, meaning you can begin working directly on training your dog to remain relaxed when you leave the room.
You do this by going into a room (like the kitchen) with your dog, busy yourself for 5-10 minutes whilst completely ignoring the dog, then walk out shutting the door behind you preventing the dog coming with you, wait literally 1 second, then immediately walk back into the room again completely ignoring the dog as you do so.
This can be repeated as many times as you have time for, very slowly increasing the time (by literally seconds at a time) you stay out of the room for.
The idea is your dog gets so used to you coming and going through the door it begins to become a non event and thus not worth getting stressed about. As you slowly increase the time you leave the dog in the kitchen you can also begin to repeat the exercise with other rooms in the home.
The reason you take such small steps is; if you leave the room and wait just a few seconds too long the dog will begin to bark/cry/scratch (or whatever symptom it normally shows) as the stress levels rise and if you go back in now the dog learns that barking/crying/scratching etc makes you come back and is much more likely to do it again next time you leave! Re-entering the room before the dog displays signs of stress is the key to this exercise.
To begin with you will find your dog waiting right behind the door when you go back into the kitchen and will be excited to see you, but after awhile so should start to notice the dog not following you right to the door and instead waiting where further away from the door, this is a really good sign, the further away from the door the dog is the less interested they are in it (and thus you leaving/arriving through it).
What you are aiming for is for the dog to notice you have left the room but recognise this is just part of normal life and relax because when you go through a door you will, at some point, come back again. The dog will learn to generalise this theory to include the front door.
Another important aspect to this is how calm the dog is for the majority of the day when in your presence.
Walks are the biggest clue; the dog should remain calm, walk loose lead, be responsive to commands and not get over excited by people or dogs. But, if that exercise isn't calming and relaxed, but instead stressful then is doesn't really count in regards to satisfying the dogs exercise/stimulation needs and overall calmness. If the dog remains calm out on walks and the lead is basically loose then that’s perfect, but if it pulls, gets excited at dogs/cats/people, zig zags in front of you, lunges at interesting things etc then this really needs to be addressed along with the separation anxiety, as these are all stressed based behaviours and will spill over into the home. For instance, if your dog walks out in front of you this gives the dog the job of dealing with any problems you might encounter on the walk, other dogs, strange people, cats, cars, kids etc, so effectively you are asking the dog to guard you (which is a stressful job for the dog). When you get home the dog will continue to guard you meaning when you leave the room the dog will stress because it is now unable to guard you leaving you vulnerable to harm! Getting the dog to walk next to you shows the dog you are taking responsibility for dealing with any encounters and now you are effectively guarding the dog and the dog can relax and enjoy the walk. This will then of course help the dog to relax once you are home again.
The amount of exercise is also very important; the majority of canine behavioural problems are emphasized by or simply caused by a lack of exercise. Dogs are built for, and genetically predisposed to, roaming/walking. To deny them sufficient exercise and thus stimulation causes huge anxiety and frustration on a dog which has a direct negative impact on the dog’s behaviours.
A good walk in the morning, followed by another walk in the afternoon should be considered a standard daily requirement.
Basically, the calmer and less stressed the dog is in general, the faster he will become comfortable being left on their own.
Here are some ideas from the CFBA and the ASPCA on how to encourage your dog to walk on a loose lead;
CFBA - Loose lead
ASPCA - Teaching not to pull