A simple exercise to learn diaphragmatic breathing is to lay down on your back and put a textbook on your stomach. Place your hand on your chest. Focus on each inhalation only moving the book, your hand/chest should not move at all :)

I've had panic attacks in two locations: while falling asleep in bed and in crowded trains.

I guess I just kinda got used to them. Since I know what's coming I don't feel the 'panic' part of the attack anymore. I just breathe slowly, deeply and deliberately, focus on my breathing. If I get the adrenaline rush you might be familiar with, I sometimes get up and walk a bit.

They key for me is to recognize when I'm having or starting to have one and not focusing on it too much. I don't know if it helped, but I used to meditate quite often. That tought me a lot about keeping my mind in check. This helps with many things, amongst which falling asleep (I just clear my mind and I'm gone in under 10 minutes) and panic attacks.