When should I be concerned about shortness of breath?

Every shortness of breath must be evaluated to know the cause and give appropriate treatment. Some of the conditions which cause shortness of breath are allergic reaction or anaphylaxis, sudden blood loss, anemia, Anxiety, Foreign body or choking, lung infections like pneumonis, Fluid in lung, Collapse lung, Blood clot in lung vasculature like Pulmonary embolism, Asthma, COPD, Pregnancy, Heart attack or failure, Heart rhythm irregularity.