Is Weed Haram?
Question

Is it haram to smoke weed (Marijuana) occasionally especially when stressed out?
Praise be to Allah.Is weed haram?
Hashish of all types is haram, whether it is marijuana or any other type. 
Al-‘Allamah Ibn Hajar al-Haythami said in al-Fatawa al-Fiqhiyyah (4/233), speaking of hashish: 
“The evidence for its being forbidden is the report narrated by Ahmad in his Musnad and by Abu Dawud in his Sunan with a sahih isnad from Umm Salamah (may Allah be pleased with him) who said: The Messenger of Allah (peace and blessings of Allah be upon him) forbade all kinds of intoxicants and relaxants. 
The scholars said that relaxants are things that cause drowsiness and languor in the limbs. This hadith indicates that hashish in particular is haram, because it intoxicates and relaxes, which is why those who consume it sleep a great deal.
Al-Qarafi and Ibn Taymiyah narrated that there is scholarly consensus that it is haram and said: The one who regards it as permissible is an unbeliever. He said: The only reason why the four imams (may Allah have mercy on them) did not speak of it is that it was not known at their time, rather it only appeared at the end of the sixth century AH and the beginning of the seventh century when the Tatar state emerged.”
Shaykh al-Islam Ibn Taymiyah (may Allah have mercy on him) said in al-Fatawa al-Kubra (3/425): “Consuming this hashih in solid form is haram, and it is one of the most evil of haram plants, whether a little of it is consumed or a lot.”
Consuming intoxicants is haram regardless of the way in which they are consumed. 
Al-‘Allamah Ibn Qasim al-Shafi'i said: “What is meant by the drinker is the consumer, whether it is drunk or consumed otherwise, whether there is consensus on its being forbidden or there is a difference of opinion concerning that, and whether it is solid or liquid, cooked or raw.”
Shari’ah only forbids the consumption of drugs and intoxicants because of the great harm that they cause to the mind, soul, family and society. We have discussed some of these harmful effects in the answer to question no. 66227 . 
Is weed a remedy for stress and anxiety?
As for stress and anxiety, you may rest assured that the remedy for them is not to be found in smoking hashih or any other haram thing. Allah has not put the remedy of this ummah in that which He has forbidden to it. 
In Sahih Muslim (3670), it says that Tariq ibn Suwayd al-Ju`fi asked the Prophet (peace and blessings of Allah be upon him) about alcohol and he forbade him or told him not to make it. He said: “But I make it as a remedy.” He said: “It is not a remedy, it is a disease.”
How to get rid of anxiety
If you want to rid yourself of anxiety , then we advise you to do several things, including the following: 

Pray a great deal for forgiveness with proper presence of mind.
Do wudu and pray, for these are the greatest means of helping oneself to be patient in dealing with hardship and dispelling worry.
Remember Allah a great deal (dhikr), because this is a sure way to attain peace of mind and tranquility.
Send a great deal of blessings upon the Prophet (peace and blessings of Allah be upon him). In Sunan al-Tirmidhi (2381) it is narrated that Ubayy (may Allah be pleased with him) said: I said: O Messenger of Allah, I send a great deal of blessings upon you. How much of my du'a should I make for you? He said: “Whatever you wish.” I said: One-quarter? He said: “Whatever you wish, but if you do more it will be better for you.” I said: One half? He said: “Whatever you wish, but if you do more it will be better for you.” I said: Two-thirds? He said: “Whatever you wish, but if you do more it will be better for you.”  I said: I will make all my du’a for you. He said: “Then your worries will be taken care of and your sins will be forgiven.” (Classed as hasan by al-Albani in Sahih Sunan al-Tirmidhi)

This is in addition to avoiding the causes of stress and anxiety as much as possible. If the source of this anxiety and stress is worry about the future, such as how you will earn a living and so on, then you must think in positive terms of Allah and sincerely put your trust in Him. Allah says (interpretation of the meaning): 
“And whosoever puts his trust in Allah, then He will suffice him. Verily, Allah will accomplish his purpose. Indeed Allah has set a measure for all things.” [al-Talaq 65:3]
For more, please see these answers: 110 , 10922 , and 9083 .
May Allah help us and you to do all good.
And Allah knows best.