My sister chose screaming into her pillow...I've never done that, I internalize.
Hopefully my little list of strictly-solo activities helps!
listening to music
watching your favourite movie or tv show
playing with pets
in times of anger, which is rare, a run around the block (this agoraphobic can't do that anymore)
writing it all out in a Word document then deleting it
video games
breathing <- yes that sounds silly. I mean breathing while being completely aware of the air filling your lungs and leaving them. Nothing fancy.
thinking of the worst case scenario and plotting about how you'd deal with it
Wow nothing on this list sounds original.