Nervousness can have any number of causes. A horse may be excited and tense because he's getting too much grain and not enough exercise or turn-out. He can be "high" from a lack of training, or in pain from an injury, or ill-fitting equipment. Or he may be picking up on the tension you're holding in your own body.
Then again, some horses DO seem to have more nervous temperaments than others. They're always anxious, they can't relax, they're fussy and easily panicked, they over-react, see gremlins behind every rock, and sometimes they just lose it completely.
This is where natural calming supplements can help. Unfortunately, there is no such thing as a "universal calmer". What helps one horse will not necessarily be the answer for another, so you may need to try several different supplements to find the right one for your horse.
Important: If you show, make sure your supplement does not contain any prohibited substances which may contravene USA Equestrian regulations. Valerian is strictly forbidden by both the USA Equestrian and the FEI.