For three or four months I was prescribed Effexor for anxiety and depression (didn't do shit). In September I went cold turkey off of it - had bad withdrawal - and suddenly I have this inexplicably large tolerance to benzodiazepines (which I have been prescribed 4mg a day) and, even stranger, to OxyContin, which I have never taken regularly. I've been on a few other psychiatric medications like Abilify, Seroquel, Lamictal, etc, but the trouble only started after Effexor. I can take 10mg or more without Klonopin effecting me. (For the record, I only take about 1mg clonazepam every few days because I sell them, so I would've thought any sort of natural tolerance would've had time to wane.)

Is this some lingering side effect? What might have caused it, and why?

i don't know too much about effexor, but since its prescribed for depression AND anxiety then taking it for so long everyday might be why you have such a high tolerance to regular benzos which are prescribed for anxiety. aka cross-tolerance.

idk about the OC. thats just weird, everyone has dif. brain chemistry though

Well, considering they act on different receptors (effexor being primarily serotonin and norepinephrine receptors, and slightly to dopamine receptors while benzos are primarily GABAa receptors), I doubt your cross tolerance is there. What about alcohol or sleeping pills? Ultimately, you may just be tolerated to the drug.