How do I get my dog to stop whining?

Whenever I leave the house my dog always screams bloody murder. He is 1 1/2 now and I was uming that he would get used to us leaving as he grew up, but nothing has gotten better. The only way to keep him quiet is to give him treats before we leave, but according to neighbors it starts up (presumably) as he is done with the treat. It is also still a problem with him in the car, even if you are doing something simple like filling gas and are right outside the vehicle. How do I help stop this?