Wellbutrin would be used for depression. I've never heard of it being effective for OCD, SA, GAD nor any other anxiety disorder. It is sometimes used with SSRIs to help offset their nasty sexual side effects, but otherwise would not normally be used by patients with anxiety unless it was being used for depression while another drug(s) was treating the anxiety/OCD issues.
I have been diagnosed with OCD, GAD, SAD and Avoidant Personality Syndrome. After a long time and many psychiatrists and psychologists, it became clear that most of my anxiety-related disorders were caused by an inability to correctly deal with impulses (and the resulting stress), as is common for people with ADD (inattentive type). The OCD wasn't really OCD, I had no compulsions and wasn't really 'obsessed', but extremely fixated on everything that went wrong in my life.
Dopamine was a central part of the relief of all these symptoms, although SSRI's played their part (and left me apathetic and depressed, without the augmentation of dopamine boosting agents). I'm on Wellbutrin XR now (and Citalopram) and so far it is excellent.