Entering a state of anxious anticipation triggers widespread changes across large-scale networks in the brain. The temporal aspects of this transition into an anxious state are poorly understood. To address this question, an instructed threat of shock paradigm was used while recording functional MRI in humans to measure how activation and functional connectivity change over time across the salience, executive, and task-negative networks and how they interact with key regions implicated in emotional processing; the amygdala and bed nucleus of the stria terminalis (BNST). Transitions into threat blocks were associated with transient responses in regions of the salience network and sustained responses in a putative BNST site, among others. Multivariate network measures of communication were computed, revealing changes to network organization during transient and sustained periods of threat, too. For example, the salience network exhibited a transient increase in network efficiency followed by a period of sustained decreased efficiency. The amygdala became more central to network function (as assessed via betweenness centrality) during threat across all participants, and the extent to which the BNST became more central during threat depended on self-reported anxiety. Together, our study unraveled a progression of responses and network-level changes due to sustained threat. In particular, our results reveal how network organization unfolds with time during periods of anxious anticipation.