I was on Zyprexa a few years ago. I discontinued the medication because for me it caused great weight gain. I switched to Seroquel which has worked out well for me and hasn't had this unpleasant side effect. I believe weight gain is actually a common problem with the Zyprexa.

The following info is from the Zyprexa Prescribing Information.
Weight Gain — In placebo-controlled, 6-week studies, weight gain was reported in 5.6% of olanzapine patients compared to 0.8% of placebo patients. Olanzapine patients gained an average of 2.8 kg, compared to an average 0.4 kg weight loss in placebo patients; 29% of olanzapine patients gained greater than 7% of their baseline weight, compared to 3% of placebo patients. A categorization of patients at baseline on the basis of body mass index (BMI) revealed a significantly greater effect in patients with low BMI compared to normal or overweight patients; nevertheless, weight gain was greater in all 3 olanzapine groups compared to the placebo group. During long-term continuation therapy with olanzapine (238 median days of exposure), 56% of olanzapine patients met the criterion for having gained greater than 7% of their baseline weight. Average weight gain during long-term therapy was 5.4 kg.