I have noticed that under stress, I am more likely to feel confused about what to do or where to go, that sort of thing.  But when I am anxiouis I am seeking out a place to hide!  In my case, stress tends to cause inaction, while anxiety tends to cause action.

I often have generalized anxiety that can last a week or two at a time.  As long as everything is going ok, I can get through it no problem.  However, if something happens to stress me out during that time (even little things) it can definitely trigger an anxiety attack and a prolonged period of acute anxiety/depression.  It is hard because stress just happens sometimes in life no matter what you do.

One of my co-workers is on extended leave right now and I have a lot of extra work so I've been stressed.  Normally, this wouldn't bother me cause I like to be busy at work.  However, I was already in an anxious period (waking up with weight on chest, difficulty sleeping, on-edge feeling) so I really just can't deal. 

I almost think the anxiety cause the stress, because when I am already experiencing generalized anxiety, things stress me out that wouldn't if I wasn't anxious.  It is a vicious cycle.