My best advice would be to work on extinguishing the behavior. Something about what you do tells the dog that you are potentially getting ready to go somewhere. What you need to do is do that thing constantly, but never actually go anywhere.

We ad the same issue with our GSP. We started to randomly act like we are going somewhere, get keys, put on coat and shoes, etc. then we'd just sit on the couch or go about our day. We use the same routine over and over, regardless of leaving or not. After a couple weeks he started to calm down and just watch us. Worked really well.
Now, if the guns come out, that's a different story.