Yellow Xanax is a benzodiazepine drug, the trade name for Alprazolam. You can now easily buy Yellow Xanax Bars Online. Xanax helps treat Anxiety caused due to depression. Xanax works by enhancing the activity of GABA (a neurotransmitter) present in the brain. Yellow Xanax bars are yellow with 'R 0 3 9' imprinted on it.