What to say or do during times of distress, difficulty or calamity?

Which authentic Ahadith exist to act upon if somebody faces trouble, tough times, grief, et cetera, in his or her life? (I will post a comprehensive answer to this question) --- [...] "***whose hearts are assured by the remembrance of Allah. Unquestionably, by the remembrance of Allah, hearts are assured.***" Surah ***Ar-R'ad [28 ***] --- >Mus'ab bin S'ad narrated from his father that a man said: 'O Messenger of Allah (ﷺ), which of the people is tried most severely? He said: "*The Prophets, then those nearest to them, then those nearest to them. A man is tried according to his religion; if he is firm in his religion, then his trials are more severe, and if he is frail in his religion, then he is tried according to the strength of his religion. The servant shall continue to be tried until he is left walking upon the earth without any sins.*" > >At-Tirmidhi (2398 ) and Abu I'sa classed it Hasan Sahih >The Messenger of Allah (ﷺ) said: "*Indeed, a man will have a status with Allah, the Exalted, so if he does not achieve it with his deeds, He continues to plague him with what he hates until he reaches it.*" > >Al-Mustadrak (1/495 ) Shaykh Albani classed it Hasan in As-Sahihah (4/130 - #1599 ) >The Prophet (ﷺ) said: "*Know that victory comes with patience, and that ease comes with difficulties, and that with hardship there is relief!*" > >Musnad Ahmad (2803 ) classed Sahih in As-Sahihah (5/496-7 - #2382 ) --- Important: Utter these A'diyah/Adhkar with full Yaqin (certainty) to make it more convenient so that Allah answers it; so that you know exactly the words which you speak. Memorise the translation, and think about it (while saying them) as well.