I agree with bednobs....
In theory, the options available (in addition to local anaesthesia) are:
1) Oral sedation
2) Inhalational sedation
3) Intravenous sedation.
Your dentist should be able to provide oral sedation, but you may need referral for inhalational or intravenous sedation. Provision may well depend upon your locality.
Again, bednobs is correct that a topical anaesthetic agent was applied before the local anaesthetic was given. Very routine - just ask your dentist for some!