Propranolol and metoprolol are fairly able to do so, but
Atenolol is, as far as I know, not. Which means, propranolol
and metoprolol can provide more cognitive side effects (forgetfullness, confusion, mood disturbances, etc.) than Atenolol. Which unfortunately means that beta blockers aren't necessarily fun meds even though all of them end with -lol :)
On the other hand, some beta blockers that are able to cross the blood-brain barrier may have an anxiolytic effect.