When I feel overwhelmingly depressed, I feel as if weights have been put on me, literally, and all over my body; it makes moving around very heavy. I feel it everywhere, but the least in my feet, I guess....
I can't remember how happiness feels, right now.... except that it makes me very light, and the colours become much more vibrant, and light becomes beautiful instead of annoying, and most distant sounds, outside, don't particularly annoy me (if at all), and anxiety is wiped out. Last time I felt that was almost two and a half years ago, now, and it was only briefly during one day. -_- As I remember it, I felt it in my whole body... really everywhere; not just at some particular place.
Anxiety makes me feel warped.... like I'm being pushed together from all directions while my soul is being attempted to be pushed out of me. At times, I believe it's almost happened; just am so much better at fighting it, nowadays. I feel that in my whole body, too.
I think I always, more or less, feel all my feelings in my whole body.