The following was a question and answer session from myasthmacentral.com I thought you'd be interested in.
Your Question: Have you ever heard of breathing exercises to control your asthma?
My humble response:
Oh, yeah, I have a lot of experience with this. The ideal breathing method you should focus on is diaphragmatic breathing (you can google it). When you start to feel short of breath it's a good idea to stop what you're doing and concentrate on your breathing. Sometimes this is all that's needed to calm your asthma and/ or whatever anxiety comes with it. Another breathing technique that is more tailored to COPD patients is pursed lip breathing (you can google that too). This asthma and COPD result in air getting trapped in your lungs, this helps you to get the extra air out.
When I was a kid my thearpist had me doing some unique things, like blowing up balloons and stuff like that to strenthen my lungs. So there's actually a variety of breathing exercises good for asthmatics other than what I've mentnioned here. Relaxation exercises also work. I've hear dome say Yoga works too, however that's not up my ally.