I have been under a lot of stress lately. I am on Zoloft (sertraline) and klonopin and nothing works. What can I do?

Stress. You should discuss this with your primary care physician and/or your psychiatrist. You may need an adjustment or change in medication along with counselling.
Therapy. Sounds like you need to add therapy to your medical treatment. Discuss this with your doctor. You might also need to further adjust your medications. I wish you success in your treatment.
Exercise! Of all means of treating anxiety, nothing has been shown to be more beneficial than exercise! specifically resistance exercise (weights, resistance bands, etc) have been shown to increase endorphins in the body, which are the body's natural "mood elevators" and can often help with anxiety more than any medication.