In Iron Man 3 when someone mentions to Tony how he helped the Avengers stop Loki in the battle of New York or took the nuke through the wormhole, or even just when he’s sleeping, he has anxiety attacks and nightmares, and is generally unstable.
Why did Tony keep having anxiety attacks related to the Battle of New York?
Tony experiences an anxiety attack where he apparently has a flashback or hallucination related to the Battle of New York.
Tony Stark: That's why I said I...got it. [suddenly as Tony is signing the drawing he looks ill, he places his hand on his face]
Colonel James Rhodes: Are you okay?
Tony Stark: I broke the crayon.
Erin: Are you okay, Mr. Stark?
Colonel James Rhodes: Take it easy. Tony...
Little Boy: [the little boy whispers to Tony] How did you get out of the wormhole? How did you get out of the wormhole? [suddenly Tony rises and starts walking off]
Colonel James Rhodes: Wait a minute! Tony! [Rhodes follows Tony as he walks out the bar]
Tony Stark: What'd he say?!
Colonel James Rhodes: Tony!
Tony Stark: Sorry. Have to check on the suit...make sure...okay. [Tony steps into his Iron Man suit that was parked outside the bar] Check the heart, check the...check the...is it the brain?
Jarvis: No sign of cardiac anomaly or unusual brain activity
Tony Stark: Okay, so I was poisoned?
Jarvis: My diagnosis is that you've experienced a severe anxiety attack.
In particular, he may be feeling some sort of survivor's guilt, since he hears (or imagines he hears) the boy asking him how he got of the wormhole, hinting that he feels troubled that he survived when so many others died.
Later, he admits that the cause of his emotional and psychological issues is the Battle of New York. Tony certainly sounds like someone who has been traumatized by the things he's been through:
Tony Stark: Hold on. Come on. Pep. [as Pepper starts walking upstairs] Hey, I admit it! My fault. Sorry. [Pepper stops and looks at him] I'm a piping hot mess. It's been going on for a while, I haven't said anything. [Pepper walks back down] Nothing's been the same since New York.
Pepper Potts: Oh really? Well, I didn't notice that, at all.
Tony Stark: You experience things and then they're over and you still can't explain 'em. Gods, aliens, other dimensions. I...I'm just a man in a can. The only reason I haven't cracked up is probably because you moved in. Which is great. I love you, I'm lucky. But, honey, I can't sleep.
Tony Stark has been through innumerable battles, and seen many people die, including some people he cares about. This has affected him psychologically, as it has many people in real life. His guilt over having caused so many deaths is a major factor in his decision with regard to the Sokovia accords in Captain America: Civil War.
In Avengers: Infinity War, Tony says that Thanos was stuck in his head since the attack in New York. This leads me to believe that Thanos was causing the anxiety attacks.
