neuroscience - What are the main mechanisms of interaction between the nervous and immune systems?

We know from pop science that our psychological states have an effect on our immune systems ("worrying ourselves sick", etc.), but what are the actual mechanisms through which our nervous systems pass information to the immune system?

Cell mediators come to mind, but where in the body would a nerve cell release an interleukin or other factor? (Put another way, are neurons releasing these factors as a part of their normal cell metabolism and the side effect is a communicative effect with the immune system?)