I have recently bought a 14 month old boxer dog (we sadly lost our other 2 months ago) and he is beautiful, friendly, loving and lively.  However he suffers terribly from separation anxiety and pines for us when we go out.  He has also messed in the house on several occasions.  I know he will eventually get used to being alone (only for 4 hours at the most) but how can I help him?  Leaving the radio on hasn't worked, tv on doesn't work and leaving him with an item of my clothing has no effect.  I really feel for him but cannot tolerate the mess!  We love him to bits and want to get through this phase as quickly as possible for all our sakes.

Have you thought about using a crate? It can be a real help if used properly.It could also be worth giving him something to do when you go out...maybe a filled kong or a treat ball. You should also try to make time for him to be away from you when you are at home.Don't let him spend every minute with you...make times and areas 'out of bounds' ..maybe upstairs and the kitchen for example.
There are also remedies for stress.....for example serene-um and scullcap and valerian.These may be worth a try.
Archer

Sadly, the odds are he won't 'eventually get used to it' :(  Leaving the radio on can actually add to the distress if it's not normally on when you're at home, it can be seen as just another reminder that you aren't there :(  You could try a DAP defusser available from your vet - these are plug ins that release the same hormone that a nursing bitch releases to calm the puppies - I've heard good reports, but they must be used in a reletively restricted area.

Basically, your dog has to learn to be without you for very short periods - seconds even, at a time.  It's useful to teach them not to follow you around all the time too (I bet he'll even follow you to the loo given the chance? ;))  A crate can be useful, but it doesn't really teach the dog to cope.

It's worth actually training him to accept your going is not going to be permanent

This can be done by teaching him an out of sight exercise.

I would have a special toy like a kong filled  ith allsorts of treats & this he only gets when you are going out. Give him the toy with a command like "see you later" & leave him say in the kitchen & close the door between you for 30 seconds. If he has made no noise, return take the toy & give him a tasty treat & allow him to stay with you. Repeat this at various intervals during the day gradually increasing the time he is on his own.

I would also do some real obedience training, including stays & recall.

Eventually he will relate getting the toy with you not being there, & also that you will return & he will get more treats

He may never be really happy at being left, but he will accept it in return for rewards

Have you tried leaving him with a stuffed kong or another toy that will keep him amused?  Will probably only work if he is food orientated

Thanks for all yours replies.  It seems that things are getting a little better.  Very slowly but surely. Merlin (the boxer) hasn't messed in the house for a few days now and I have confined him to two areas.  He seems to cope better when restricted with space.  He knocks his water bowl over however and likes to take the teatowels and coats off their hooks!  I came home to find him laying on our coats!  I hope I haven't spoken too soon saying there is progress but he seems clamer when I do come home and has stopped following me absolutely everywhere.  Yes, you were right - he did used to follow me to the toilet but we have stopped that!  Despite all this, I know he will "get there" in the end and we love him to bits.  Must be crazy!
Julie

my boxer used to follow me around but he wasn't distressed when alone. he didn't bark,mess etc.my dads boxer who is going on 12 still follows him to the loo but she does get panic attacks when she loses sight of him. yet they are sibling strange how they can vary.
i hope you can get round your problems with him but they do like being with their pack.
if you crazy then so are alot of others.....lol ;-)