My Teddy has severe separation anxiety. I try to carry him around all places I go but everyone tells me that is making the problem worse not better. I've tried behavioralists, and such, and while we make progress, he tends to regress back into old routines. So, it's not as bad as it used to be, although I have to put him in my room whenever I step outside of the house. Otherwise, there will be the loudest, but curtling scream you ever did hear.
But, you get used to it!