Some therapies are so worksheet friendly, they warrant a workbook. DBT is so worksheet friendly that there's a workbook written by the creator of the therapy, Marsha Linehan: DBT Skills Training Handouts and Worksheets.
Psychotherapy worksheets of all kinds--depression, anxiety, anger management, stress reduction, self-esteem, groups, individuals, couples, adults, teens, children, CBT, DBT, ACT, PTSD, OCD, BPD...and more.