The only antidepressant I know of that does not commonly cause weight gain is Wellbutrin. It doesn't generally cause weight loss either though and it is not good for anxiety. Somebody else said Adderall...but that is a stimulant used for ADHD, not an antidepressant (although it can lift the mood some...it can also make people very irritable), and definitely is not for anxiety. There is a medication used for mood stabilization that does tend to cause weight loss...I believe it's Topomax...but again, it is not an antidepressant. The meds often used to treat anxiety (aside from SSRI's like Paxil and Zoloft) are benzodiazapines (like ativan, xanax and Klonopin) and are not strongly associated with weight gain. There is Buspar, which is a unique non-addictive anti-anxiety medication...I've never heard of anybody gaining weight from it.
Although gaining is extremely common with these meds and one of the top reasons people are non-compliant with taking their meds, different people react differently and can have the opposite effect (like losing weight as opposed to gaining or not being able to sleep instead of feeling sleepy). It is also possible to not have any change in weight.

Anxiety and depression generally have two major underlying causes - emotional and physical.
Our bodies go into imbalance when we do not eat well or have enough healthy exercise. Our bodies are not made to handle the unnatural substances found in processed food. When we overload our bodies with chemicals, pesticides, sugar, and devitalized foods, our bodies become depleted of vital nutrients and go into stress. Anxiety and depression can be the result of this physical depletion and resulting stress.
Our bodies are designed to thrive on the food and water that God gave us - pure, clean, organic, unaltered food and water. If you take drugs for anxiety and depression and do not clean up your diet and get proper exercise, you are just using a Band Aid for a gaping wound.
The drugs do not make you loose weight but will give your body time to sort out and deal with the problems...
Good luck and take your meds.

Hi:
My goodness I wish there were. I think many of us would want to switch.
Maybe that is something you shou bring up to the pharamcuticle compaanies and see what they say.
Be Safe & Be Well

Effexor makes some people lose weight. So does Wellbutrin.

One side effect of Prozac is weight loss.

My best friend takes Wellbutrin for Depression and ADD and it curbs his appetite. I'm not sure if it works for anxiety though.

ADDERAL