Several psychometric instruments can be used to measure state-dependent variations in anxiety, including the State-Trait Anxiety Inventory (STAI), the Profile of Mood States (POMS), the Positive and Negative Affect Schedule (PANAS) and the Visual Analog Scales (VAS). Each of these instruments rests on specific theoretical assumptions about the construct of state anxiety, and has been widely used for this purpose in different research domains. However, it remains difficult to determine what may be the specificities of these four instruments, when the goal is to measure transient state-dependent variations in anxiety. In this work, we provide a systematic and comparative literature review of studies which have explored rapid fluctuations (i.e., test-retest intervals not exceeding 24 hours) in state anxiety by means of these specific instruments. Almost 200 studies were eventually included in our review. This comparative review confirms that, despite some disparities and specificities, each of these four instruments provides a reliable measure to capture rapid state-dependent variations in anxiety, although they have been used in non-overlapping research domains or experimental contexts.