Cymbalta is the brand name for duloxetine, and Effexor XR contains the active drug venlafaxine. These are prescription drugs called serotonin-norepinephrine reuptake inhibitors (SNRIs).
The brand name Effexor XR is available as an extended-release capsule. Generic versions are available as an immediate-release tablet, an extended-release capsule, and an extended-release tablet.